write code to generate iid draws from distribution X when we only have access to a random number generator

Question

Anonymous · Accepted Answer

```
# Write code to generate iid draws from distribution X when we only have access to a random number generator  
from scipy.stats import uniform 
from scipy.stats import norm 
import seaborn as sns 

def IID_draws():
    # Idea : use the random number generator as the CDF value for the known distribution 
    r = uniform.rvs(loc = 0, scale = 1)
    X = norm(loc = 0, scale = 1).ppf(r)
    return X 

res = []
for _ in range(1000):
res.append(IID_draws())
# sns.distplot(res)
```

Sigiloso · Answer

The key in these questions is to cover the fundamentals, and be ready for the back-and-forth with the interviewer.


Might be worth doing a mock interview with one of the Google or ex-Google  Data Scientist experts on Prepfully? They give real-world practice and guidance, which is pretty helpful.


prepfully.com/practice-interviews

Sigiloso · Answer

Use acceptance - rejection sampling

Anonymous · Answer

Usw the cdf of the distribution and take its inverse and apply that function to the output of random number generator.

Anonymous · Answer

Use the cdf of the distribution and take its inverse and apply that function to the output of random number generator.

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