Revision as of 17:41, 6 September 2007 edit Michael Hardy (talk \| contribs) Administrators 210,577 edits →Definition ← Previous edit		Revision as of 17:42, 6 September 2007 edit undo Michael Hardy (talk \| contribs) Administrators 210,577 edits →The method Next edit →
Line 19: #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~~^{-~~''<sup> −1~~}(U)~~</~~math~~sup>(''U'') has distribution ''F'' (or, ''X'' is distributed ''F''). ==Proof of correctness==

Inverse transform sampling: Difference between revisions