Apply the inverse-transform method to generate random variables... | Filo

Inverse Operations | Overview & Examples

Show how to use the inverse transform method to generate an exp... | Filo

To do this, you can use the Inverse Transform Sampling Method for random number generation from an arbitrary continuous distribution having an inverse. For a continuous random variable, X, having distribution Fx(x), it is possible to generate random deviates of X by forming Fx^-1(u), where u is a random number from a uniform distribution on [0,1].