UCLA Stats 21
Dr Chen · 2 lectures with notes
Every lecture with its full transcript and chapters, and one search across all 2 lectures.
Stats 102C - Lecture 12 - Basic Multivariate Sampling
Use Box-Muller normals and a shared latent variable to simulate correlated bivariate normal samples.
Stats 102C - Lecture 11 - More Rejection Sampling
Rejection sampling produces target-distributed draws by accepting proposal values under a valid envelope, with efficiency determined by its constant M.