Simulates a random variable with the selected distribution: Gaussian, Exponential, (symmetrical) triangular (both μ and, even if superfluous, σ having to be supplied). For the Exponential, only μ is considered; and for the triangular, the second value will be taken as a, the semi-width of the interval. (The extremes are: for Exp., 0 and x_max; and for triangular, μ ± a.)

For the Monte Carlo simulation (at least 1000 trials), a random number generator (RNG) seed of 0 (only) makes the simulation irrepeatable. If 'classes' is given as 0, Sturges' rule is applied (⌈log₂ N + 1⌉).

Plots the histogram of the simulation (f_sim.), and the theoretical density (f_theo.).

• Google: Monte Carlo inversion method

• Wikipedia: "histogram" etymology (ἱστός + γράμμα, mast, column, pole + register; or "history diagram"; or (?) akin to "histology", anatomy of cells).

• W3C Character entity reference chart

• Scott, David W., 1992, "Multivariate density estimation", John Wiley & Sons, New York, NY (in NIST/SEMATECH e-Handbook of Statistical Methods).

• 1914-10-21: Gardner, Martin (2010-05-22).