Suppose I want to generate a histogram of $n$ trials a slightly complicated random variable in Mathematica. Is there an easy way to do this?
For instance, to make a histogram of a normal variable one can simple use
Histogram[RandomVariate[NormalDistribution[0, 1], 200]]
I want to create a histogram of a more complicated random variable. The random variable comes from random matrix theory, but its specific form is probably not so important. If we call it X, running
RandomVariate::udist: "The specification X is not a random distribution recognized by the system." Indeed, even running
Histogram[RandomVariate[NormalDistribution[0, 1]^2, 200]]
returns this error message, and I think if I understood what's going wrong in this latter case my problem would be resolved also.
There is a Mathematica help page on the topic, but all the examples of random variables given there are for prepackaged probability distributions.