Re:Mathematical Foundations of Monte Carlo Methods
by pfortuny on Thursday April 21, 2022 @04:19PM
(#31114691)
Two insights more
a) But for probability you nees the measure of the whole space to be 1, which forces points “far away” to have very small “weight”. Thus, there is no uniform distribution in the whole R.
b) and then your mind blows up when you realize that discrete probability is the very same thing, and that an integral in a finite set is just summation.
a) But for probability you nees the measure of the whole space to be 1, which forces points “far away” to have very small “weight”. Thus, there is no uniform distribution in the whole R.
b) and then your mind blows up when you realize that discrete probability is the very same thing, and that an integral in a finite set is just summation.