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6:43
YouTube
ml-explanations
Inverse Probability Transform & Proof (Sampling technique)
Inverse probability transform is a technique used to sample from a probability distribution given its inverse CDF. References - Machine Learning, A Probabilistic Perspective, Murphy, Chapter 23 - The Noun Project, bell-curve-2808910
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Inverse transform sampling explained
Inverse Sampling: Simple Definition & Examples
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To do this, you can use the Inverse Transform Sampling Method for random number generation from an arbitrary continuous distribution having an inverse. For a continuous random variable, X, having distribution Fx(x), it is possible to generate random deviates of X by forming Fx^-1(u), where u is a random number from a uniform distribution on [0,1].
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