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[E4.10-psp] Slide on Inverse Transform method

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commit 2ed71135f8658d5b40a0f3b3b394b6f03c7f2ecf 1 parent edeee27
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16 E4.10-psp.latex
@@ -39,6 +39,22 @@
\end{block}
\end{frame}
+\subsection{Sampling Distributions}
+
+ \begin{frame}
+ \ftitle
+
+ \begin{block}{Inverse Transform Method}
+ Given a uniform distribution $U ~ U(0,1)$, it is possible
+ to sample a distribution with probability distriubtion function
+ $F(x)$
+
+ \[ min\left(F(x)\right) = 0; max\left(F(x)\right) = 1 \]
+ \[ \textrm{Let } y = F(x) \]
+ \[ x = f^{-1}(y), 0 \le y \le 1 \]
+ \end{block}
+ \end{frame}
+
\begin{frame}
\frametitle{References}
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