Revision as of 02:31, 11 May 2006 edit AlekseyP (talk \| contribs) 95 edits m interwiki ← Previous edit		Revision as of 14:41, 21 August 2006 edit undo Deville (talk \| contribs) Administrators 27,325 edits adding caveat on efficiency, link to Box Muller Next edit →
Line 1: The '''inverse transform sampling method''' is a method of sampling a number at random from any [[probability distribution]] given its [[cumulative distribution function]] (cdf). This method is generally applicable, but may be too computationally expensive in practice for some probability distributions. See [[Box-Muller transform]] for an example of an algorithm which is less general but more computationally efficient. ==The method==

Inverse transform sampling: Difference between revisions