This is an interactive version: you can see how, over time, our sample distribution approaches the true distribution. To be clear: I draw the true distribution in, but we don't know it. We can only sample points from a scaled version, with some constant multiplied that we don't know. The proposal isn't drawn to scale.

This is an interactive version: you can see how, over time, our sample distribution approaches the true distribution. To be clear: I draw the true distribution in, but we don't know it. We can only sample points from a scaled version, with some constant multiplied that we don't know. The proposal isn't drawn to scale.