Sampling random numbers from any probability distribution you want
4 min readJul 31, 2021
A guide using simple Python code.
In my previous story (https://oscarnieves100.medium.com/simulating-correlated-random-variables-in-python-c3947f2dbb10) I discussed how to simulate correlated random numbers from a normal probability distribution. We focused on a normal distribution because it is well known, and standard methods of sampling exist.