Definition
The probability integral transform states that if is a continuous random variable with cumulative distribution function, then the random variable has a uniform distribution on . The inverse probability integral transform is just the inverse of this: specifically, if has a uniform distribution on and if has a cumulative distribution, then the cumulative distribution function of the random variable is .
Read more about this topic: Inverse Transform Sampling
Famous quotes containing the word definition:
“One definition of man is “an intelligence served by organs.””
—Ralph Waldo Emerson (1803–1882)
“The definition of good prose is proper words in their proper places; of good verse, the most proper words in their proper places. The propriety is in either case relative. The words in prose ought to express the intended meaning, and no more; if they attract attention to themselves, it is, in general, a fault.”
—Samuel Taylor Coleridge (1772–1834)
“Although there is no universal agreement as to a definition of life, its biological manifestations are generally considered to be organization, metabolism, growth, irritability, adaptation, and reproduction.”
—The Columbia Encyclopedia, Fifth Edition, the first sentence of the article on “life” (based on wording in the First Edition, 1935)