Simulating Random Variables via Inverse Transform Sampling (Find the Mystery Function!)

We describe inverse transform sampling, a technique that allows you to simulate any continuous distribution by transforming uniformly distributed samples. We also walk through a simple example, where we generate samples from an exponential distribution. Probability and statistics book: https://a.co/d/7k259eb Website with free preprint, videos, slides and solutions to exercises: https://www.ps4ds.net Slides for this video: https://github.com/cfgranda/ps4ds/blob/main/slides/continuous%20variables/inverse_transform_sampling_handout.pdf Code: https://github.com/cfgranda/ps4ds/blob/main/continuous_variables/simulating_an_exponential.ipynb