How would we deal with some complicated distribution? It's always hard to compute the CDF for a complex distribution. Do we approximate with some common distribution like Guassian or what?

Zc0in

I think for complex distributions, we can just estimate it by sampling, just lake MC did. Or estimate it by normal distribution like guassian is also a good try due to the Central limit theorem

How would we deal with some complicated distribution? It's always hard to compute the CDF for a complex distribution. Do we approximate with some common distribution like Guassian or what?

I think for complex distributions, we can just estimate it by sampling, just lake MC did. Or estimate it by normal distribution like guassian is also a good try due to the Central limit theorem