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Line 15: #Take ''x''<sub>chosen</sub> to be the random number drawn from the distribution described by ''F''. Expressed differently, given a continuous uniform variable U in [0, 1] and an invertible distribution function F, the random variable <math>X = F^{-1}(U){</math> has distribution F (or, X is distributed F). ==Proof of correctness==

Inverse transform sampling: Difference between revisions