Fixing Random, part 34

added by DotNetKicks
6/11/2019 12:54:06 PM

1 Kicks, 189 Views

Last time on FAIC we implemented a better technique for estimating the expected value of a function f applied to samples from a distribution p: Compute the total area (including negative areas) under the function x => f(x) * p.Weight(x) Compute the total area under x => p.Weight(x) This is 1.0 for a normalized PDF,...