In a recent YouTube video by Grant Sanderson at 3Blue1Brown, the concept of independent random variables and their cumulative distribution functions (CDFs) is explored. By generating random numbers and applying functions to them, it is shown how the sample CDFs can closely match the analytical solution. Using Matplotlib’s step method for plotting allows for a clear visualization of the data. By increasing the number of samples, the sample CDFs converge to the analytical one. This method of numerical analysis provides a quick and efficient way to validate analytical solutions and gain confidence in the results obtained. The code provided demonstrates a practical application of these concepts in a computational environment.
https://leancrew.com/all-this/2024/11/square-roots-and-maxima/