Inverse transform sampling
id:
inverse-transform-sampling-187-9250230
title:
Inverse transform sampling
text:
Inverse transform sampling is a basic method for pseudo-random number sampling, i.e., for generating sample numbers at random from any probability distribution given its cumulative distribution function. Inverse transformation sampling takes uniform samples of a number u between 0 and 1, interpreted as a probability, and then returns the smallest number x ∈ R such that F ≥ u for the cumulative distribution function F of a random variable. For example, imagine that F is the standard normal distri
brand slug:
wiki
category slug:
encyclopedia
description:
Basic method for pseudo-random number sampling
original url:
https://en.wikipedia.org/wiki/Inverse_transform_sampling
date created:
2002-03-23T12:26:42Z
date modified:
2024-09-08T23:32:26Z
main entity:
{"identifier":"Q1377019","url":"https://www.wikidata.org/entity/Q1377019"}
image:
{"content_url":"https://upload.wikimedia.org/wikipedia/commons/6/68/Inverse_transform_sampling.png","width":382,"height":378}
fields total:
13
integrity:
16