Inverse Transform Technique

• The inverse transform technique can be used to sample from exponential, the uniform, the Weibull and the triangle distributions.
• The basic principle is to find the inverse function of F, $F^{-1}$ such that $F~ F^{-1} = F^{-1} ~ F = I$.
• $F^{-1}$ denotes the solution of the equation $r = F(x)$ in terms of r, not $1/F$. For example, the inverse of y = x is x = y, the inverse of y = 2 x + 1 is x = (y-1)/2 ...