Inverse transform sampling: Difference between revisions

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[[File:InverseFunc.png|thumb|Graph of the inversion technique from <math>x</math> to <math>F(x)</math>. On the bottom right we see the regular function and in the top left its inversion.]]
 
== IntuitionsIntuition ==
From <math>U \sim \mathrm{Unif}[0,1]</math>, we want to generate <math>X</math> with [[Cumulative distribution function|CDF]] <math>F_X(x).</math> We assume <math>F_X(x)</math> to be a strictly increasing function, which provides good intuition.