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by abhgh
1459 days ago
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Highly recommend his blog [1] - where he often writes bite-sized math-y articles. I have personally benefited from it; I was looking for ways to sample quickly from a mixture of Beta distributions when I stumbled upon his post on the Kumaraswamy distribution [2], which takes on Beta-like shapes but has a closed form expression for the cumulative distribution function (CDF). The latter property makes generating samples from it convenient and fast. [1] https://www.johndcook.com/blog/ [2] https://www.johndcook.com/blog/2009/11/24/kumaraswamy-distri... |
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