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Line 3: ==Definition== The [[probability integral transform]] states that if ''X'' is a [[continuous random variable]] with a strictly increasing [[cumulative distribution function]] ''F''<sub>x''X''</sub>, and if ''Y'' = ''F''<sub>''X''</sub>(''X''), then ''Y'' has a [[~~Uniform~~uniform distribution]] on [0, 1]. ==The method==

Inverse transform sampling: Difference between revisions