Inverse transform sampling: Difference between revisions

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* [[Copula (statistics)|Copula]], defined by means of probability integral transform.
* [[Quantile function]], for the explicit construction of inverse CDFs.
* [[Cumulative distribution function#InverseInverse_distribution_function_(quantile_function)|Inverse distribution function]] for a precise mathematical definition for distributions with discrete components.
* [[Rejection sampling]] is another common technique to generate random variates that does not rely on inversion of the CDF.