Inverse transform sampling method
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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 languages have the ability to generate 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 xchosen.
- Take xchosen 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:
Tempo ogé[édit | édit sumber]
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