Comment by data-ottawa

I built a small one of these as a calculator back in the day, it was fun and I always wanted to see someone really run with the idea more, so your project is super cool!

Did you ever look at symbolic or exact operators instead of purely monte-Carlo?

I remember reading the paper for distr, they used a mix of Fourier transforms for convolution and symbolic reduction to build a probabilistic computing library in R. I attempted building a small python library for this, but for my problems the CLT ended up sufficient to approximate the results faster, so I went with that.

You may enjoy reading the paper, it’s not groundbreaking but is a nice presentation of relationships/operations. Maybe it’ll inspire some features for you.

https://arxiv.org/pdf/1006.0764