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==The method==
[[File:Generalized inversion method.svg|thumb|300px|Schematic of the inverse transform sampling. The inverse function of <math>y=F_X(x)</math> can be defined by <math>F_X^{-1}(y)=\mathrm{inf}\{x| F_X(x)\geq y\}</math>.]]
[[File:Inverse Transform Sampling Example.gif|thumb|upright=1.4|right|An animation of how inverse transform sampling generates normally distributed random values from uniformly distributed random values]]
The problem that the inverse transform sampling method solves is as follows:
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