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A comment on Generating Random Numbers from a Specific Distribution by Inverting the CDF.

Re:Generating Random Numbers from a Specific Distribution by... by pash on Sunday August 06, 2017 @09:42PM (#14944739)
Statisticians call this inverse transform sampling [0]. The dual result, that Y = F(X) is uniformly distributed for F the cdf of any random variable X, is called the probability integral transform [1].

0. https://en.wikipedia.org/wiki/Inverse_transform_sampling

1. https://en.wikipedia.org/wiki/Probability_integral_transform

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Re:Generating Random Numbers from a Specific Distribution by... by nerdponx on Sunday August 06, 2017 @10:41PM (#14944943)
Related fun fact: the distribution of F(X) is uniform on the support of F. Not hard to prove, either.
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