# Inverse Transform Sampler

A method to draw samples of some univariate random variable \(X\), assuming we know the inverse of its cumulative distribution function \(F_X\), \(F^{-1}_X\).

U = Uniform[0,1] X = InverseCDF(U)

A method to draw samples of some univariate random variable \(X\), assuming we know the inverse of its cumulative distribution function \(F_X\), \(F^{-1}_X\).

U = Uniform[0,1] X = InverseCDF(U)