# File:Inverse transform sampling.png

Inverse_transform_sampling.png(382 × 378 pixels, file size: 23 KB, MIME type: image/png)

## Summary

 Description English: Illustration of the inverse transform sampling Date 1/9/15 Source Own work Author Olivier Ricou

f1 = plt.figure(figsize=(6,6), dpi=300) x = np.linspace(-2, 2, 100)

plt.title(u"Inverse transforming sampling for normal distribution") plt.plot(x, n.pdf(x), label=r'pdf $f(x)$') # proba density function plt.plot(x, n.cdf(x), label=r'cdf $F(x) = \int_{-\infty}^x f(t) \, dt$') # cumulative distributive function plt.plot(x, n.ppf(x), label='ppf $F^{-1}(x)$') # percent point function plt.plot(x,x,'--k') plt.plot([n.ppf(0.2),n.ppf(0.2),0,0.2,0.2],[0,0.2,0.2,0,n.ppf(0.2)],'o:k') plt.text(n.ppf(0.2)-0.2, -0.2, r"$y \sim \cal N$", size=14) plt.text(0.2, 0.05, r'\$x \sim \calU(]0,1[][-2,2]) plt.axhline(color = 'gray') plt.axvline(color = 'gray') plt.rcParams['legend.loc'] = 'upper left' plt.legend() This math image could be re-created using vector graphics as an SVG file. This has several advantages; see Commons:Media for cleanup for more information. If an SVG form of this image is available, please upload it and afterwards replace this template with {{vector version available|new image name}}. It is recommended to name the SVG file "Inverse transform sampling.svg" – then the template Vector version available (or Vva) does not need the new image name parameter.

## Licensing

I, the copyright holder of this work, hereby publish it under the following license:   This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported license. You are free: to share – to copy, distribute and transmit the work to remix – to adapt the work Under the following conditions: attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.

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Date/TimeThumbnailDimensionsUserComment
current16:34, 1 September 2015 382 × 378 (23 KB)Ricoureplace x by u and y by x
16:11, 1 September 2015 382 × 378 (23 KB)Ricou{{Information |Description ={{en|1=Illustration of the inverse transform sampling}} |Source ={{Own}} |Author =Olivier Ricou |Date =1/9/15 |Permission = |other_versions = }} f1 = plt.figure(figsize=(6,6), dpi=300) x = np...
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