Suppose I define a function in mathematica that has all of the properties of a valid probability density function. Would it be possible to have Mathematica simulate a random sample of a given size of values from this PDF? For example, if I define a function which is the PDF of a beta distribution, can I collect ten thousand “instances” or random samples from this PDF for statistical analysis? If so, how would I do this? Despite my example, I am specifically interested in being able to use my own defined PDF, not necessarily a built-in one that Mathematica already has.
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