What does simulating values from a known probability distribution mean? For instance, what does it mean to say, simulate values from $\text{Unif}(0,1)$? Does is mean that we have to construct a random variable $X$ such that $X\sim\text{Unif}(0,1)$, and we have to repeat the experiment many times to note down the values $X$ takes?
2026-03-28 09:43:35.1774691015
Simulating values from a known probability distribution
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Yes, that's what it means. Well, not so much construct it as have a computer spit out pseudo-random values. Pretty much any random number library in any language has a function that spits out simulated independent U(0,1)'s . For instance, the rand function in Matlab or np.random.uniform in python. Then you can have it spit out a bunch and use them however you want.