Inverse transform sampling
Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, or the golden rule) is a basic method for pseudo-random number sampling, i.e., for generating sample numbers at random from any probability distribution given its cumulative distribution function.
Inverse transform sampling - Wikipedia Jump to content From Wikipedia, the free encyclopedia Basic method for pseudo-random number sampling Inverse transform sampling (also known as inversion sampling , the inverse probability integral transform , the inverse transformation method , or the Smirnov transform ) is a basic method for pseudo-random number sampling , i.e., for generating sample numbers at random from any probability distribution given its cumulative distribution function . Inverse transformation sampling takes uniform samples of a number u {\displaystyle u} between 0 and 1, interpr
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