Inverse transform sampling: Difference between revisions

Revision as of 20:15, 19 August 2003

Revision as of 20:17, 17 December 2004

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#Compute the value for ''x'' which has the associated cdf value ''u''; call this ''x''_''chosen''.

#Take ''x''_''chosen'' to be the random number drawn from the distribution described by d(''x'').

The following diagram may help the reader to visualise how the method works:

[[image:inverse_transform_sampling.png]]

<center>'''Sampling using the inverse transform method'''</center>

=== See also ===

The [[rejection sampling method]].