Encyclopedia of Operations Research and Management Science

2013 Edition
| Editors: Saul I. Gass, Michael C. Fu

Inverse Transform Method

Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-1153-7_200343

In stochastic or Monte Carlo simulation, a method for sampling from a given probability distribution by using random numbers transformed by the inverse of the cumulative distribution function.


Copyright information

© Springer Science+Business Media New York 2013