Abstract:

This is one of those questions where you get to push back on the questioner. The modern notion of randomness is grounded in measure theory, but revolves around the simple notion of What would happen if I repeated my experiment many times? Tabulating various expected outcomes (which may vary from one application to another) in the form of so-called distribution functions allows us to meaningfully phrase our questions about randomness.

In this multidisciplinary talk, I will show how to create a computer program to generate samples from various distributions (things such as the famous bell curve). Along the way, I will sketch ideas from several different disciplines:

• Probability
• Statistics
• As far into number theory as I dare to tread, which as you will see isn't far
• Software