Main use is exploratory to give people outside mathematical statistics a view of different distributions which aren't covered in introductory stats classes.
- Metropolis-Hastings algorithm sampling from a double-exponential
- Generating Gamma variables and clocking the simulations
- Inverse transform from Uniform distribution, generating Exponential distributions from Gamma and Chi-Square distributions
- Random walk in 1D, 2D and 3D
- Gaussian Mixture from scratch
- Pink noise (autocorrelated noise) generation and transformation into Uniform noise
- Creating Brownian motion, comparing theoretical and empirical cdf
- Building Metropolis-Hastings algorithm from scratch
- Modeling and simulating Stochastic Branching Processes
