Keywords

#inverse_transform_sampling

Inverse transform sampling

Basic method for pseudo-random number sampling

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.

Sun 8th

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Inverse transform sampling Discrete-time Fourier transform Box–Muller transform Probability integral transform Rejection sampling Discrete Fourier transform Laplace transform Z-transform Quantile function Fourier transform
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