Inverse transform sampling

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What Wikipedia says

Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, or the Smirnov transform) 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.

Excerpt from the Wikipedia article “Inverse transform sampling”, under the CC BY-SA 4.0 license. Read the article on Wikipedia

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