Encyclopedia of Operations Research and Management Science

2013 Edition
| Editors: Saul I. Gass, Michael C. Fu

Probability Integral Transformation Method

Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-1153-7_200643

One of the primary methods for generating random variates for Monte Carlo or discrete-event simulation, using the cumulative distribution function (CDF) commonly known as the inverse transform method.


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© Springer Science+Business Media New York 2013