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The Inverse Transform Method (ITM) simplifies the generation of truncated distributions by allowing direct sampling without the inefficiencies of rejection sampling. Instead of generating a random variable and rejecting values outside the desired interval, ITM generates a uniform variable restricted to the cumulative distribution function (CDF) of the truncated range. This method is particularly effective for distributions like the exponential distribution, enabling efficient sampling above a specified thre

Author

yashprataap4

Language

EN