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@jemoka / Jemoka Knowledge Base / wiki/concepts/inverse_transform_sampling.md
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--- title: "inverse transform sampling" type: concept source: https://www.jemoka.com/posts/kbhinverse_transform_sampling/ confidence: high status: active --- Generate a uniform number between 0 to 1. Get the inverse of the standard normal density function at that value (let number be \(y\), find the \(x\) such that \(\phi(y) = x\)) return \(x\)