AppliedMultiple choice

You have a uniform random number generator and need draws from a distribution with a known, invertible CDF FF. What do you do?

  1. ASet X=F−1(U)X = F^{-1}(U)
  2. BSet X=F(U)X = F(U)
  3. CUse Box–Muller, which works for any distribution
  4. DAccept-reject against a uniform envelope

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