Témbongkeun sumber pikeun Inverse transform sampling method

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[[File:Inversion method2.svg|thumb|300px|Inverse transform sampling method.]]
The '''inverse transform sampling method''' is a method of sampling a number at
random from any [[probability distribution]], given its [[cumulative distribution function]] (cdf).

The problem that the inverse transform sampling method solves is as follows:

*Anggap X bakal jadi [[variabel acak]] nu mana sebaranna bisa dijelaskeun ku cdf d(''x'').
*We want to generate values of ''x'' which are distributed according to this distribution.

Many [[programming language]]s have the ability to generate [[pseudorandom number sequence|pseudo-randomnumbers]] which are effectively distributed according to the standard [[sebaran seragam]]. If a random variable has that distribution, then the probability of its falling within any subinterval (''a'', ''b'') of the interval from 0 to 1 is just the length ''b'' - ''a'' of that subinterval.

The inverse transform sampling method works as follows:
#Generate a random number from the standard uniform distribution; call this ''u''.
#Compute the value for ''x'' which has the associated cdf value ''u''; call this ''x''<sub>''chosen''</sub>.
#Take ''x''<sub>''chosen''</sub> to be the random number drawn from the distribution described by d(''x'').

The following diagram may help the réader to visualise how the method works:

[[image:inverse_transform_sampling.png]]

<center>'''Sampling using the inverse transform method'''</center>

=== Tempo ogé ===
The [[rejection sampling method]].
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