Simulation

Simulation is a useful method for investigation the behavior of probability models and random behavior.

Simulation for continuous distributions
The key theorem which facilitates simulation for continuous distribtuions is the probability-integral transformation which states;

If X is a continuous random variable with c.d.f. F(x), the the variate u = F(x) is uniformly distributed on [0,1]

muiltivariate distributions
f(x1,x2) =