Statistics, Mathematics, Probability, Distribution, Random.
U(0, 1), and some CDF, F(X). Let’s take inverse of the function F and plug uniform random variable there. Now, the distribution becomes: P(F^-1 (U) ≤ x) = P(U ≤ F(x)) As the uniform distribution has interval (0, 1), the difference would be 1. So, the distribution becomes: P(F^-1 (U) ≤ x) = P(U ≤