Revision as of 20:54, 20 October 2006 edit Michael Hardy (talk \| contribs) Administrators 210,577 edits mNo edit summary ← Previous edit		Revision as of 23:52, 3 January 2007 edit undo EnumaElish (talk \| contribs) 323 edits →The method Next edit →
Line 14: #Compute the value ''x'' such that <math>F(x) = u</math>; call this ''x''<sub>chosen</sub>. #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 a distribution function F, the random variable X = F<sup>-1</sup>(U) has distribution F (or, X is distributed F). ==Proof of correctness==

Inverse transform sampling: Difference between revisions