Show Summary Details
- Publishing Information
- General Links for this Work
- Abbreviations in biographies
- Statistical Notation
- Mathematical Notation
- Greek Letters
- Cumulative Probabilities for the Binomial Distribution
- Cumulative Probabilities for the Poisson Distribution
- Upper-Tail Percentage Points for the Standard Normal Distribution
- The Standard Normal Distribution Function
- Percentage Points for the t-Distribution
- Percentage Points for the F-Distribution
- Percentage Points for the Chi-Squared Distribution
- Critical Values for Spearman's Rank Correlation Coefficient, ρ
- Critical Values for Kendall's τ
- Critical Values for the Product-Moment Correlation Coefficient, r
- Pseudo-Random Numbers
- Selected Landmarks in the Development of Statistics
- Honours and Awards
- Further Reference
inverse transformation method
- Source:
- A Dictionary of Statistics
inverse transformation method
A general method for the simulation of observations of a continuous random variable X.
Let u be a pseudo-random number and let F be the distribution function of X. Then x, given by
is a random observation of X. For example, an exponential random variable X, with mean μ, has distribution function (1 − e−x/μ); hence − μ ln (1−u) is an observation of X.- Publishing Information
- General Links for this Work
- Abbreviations in biographies
- Statistical Notation
- Mathematical Notation
- Greek Letters
- Cumulative Probabilities for the Binomial Distribution
- Cumulative Probabilities for the Poisson Distribution
- Upper-Tail Percentage Points for the Standard Normal Distribution
- The Standard Normal Distribution Function
- Percentage Points for the t-Distribution
- Percentage Points for the F-Distribution
- Percentage Points for the Chi-Squared Distribution
- Critical Values for Spearman's Rank Correlation Coefficient, ρ
- Critical Values for Kendall's τ
- Critical Values for the Product-Moment Correlation Coefficient, r
- Pseudo-Random Numbers
- Selected Landmarks in the Development of Statistics
- Honours and Awards
- Further Reference