Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
inverse CDF is literally the inverse of F(X=x). The inverse CDF takes as a parameter the area under the curve of the PDF or PMF of X from negative ∞ to x, and it returns the x corresponding to this area. That’s all there is to the inverse CDF. Let’s illustrate the use of the inverse CDF when X has