In quantitative finance we often look at simulations of some market risk factors like equity returns or interest rate changes.
There are many third party companies who specialize in the historical calibration of such variables and provide simulations of future expected outcomes to the companies who require them.
For example, let’s suppose that we receive the expected returns of the Google shares as per the following distribution
# This modelling is given by the third party and in theory we don't know it google <- rnorm(10000, mean = 0.