Inverse transform sampling: Difference between revisions

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"Equally likely" doesn't make sense when the probability of any particular point is zero regardless of which continuous distribution it is.
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*We want to generate values of ''x'' which are distributed according to this distribution.
 
Many [[programming language]]s have the ability to generate [[Pseudorandompseudorandom number sequence|pseudo-randomnumbers]] which are effectively distributed according to the standard [[uniform distribution]]. If a random variable has that distribution, then the probability of its falling within any subinterval (''a'', ''b'') of the interval from 0 to 1 is just the length ''b'' - ''a'' of that subinterval.
numbers]] which are effectively distributed according to the standard [[uniform
distribution]]. These are values within the range 0 to 1, where each value is
equally-likely.
 
The '''Inverse transform sampling method''' works as follows: