Inverse CDF Method Visualized

F-(u) = inf{x : F(x) ≥ u}  —  Works for ALL distributions!

Transform:   u = 0.50  →  F-(u) = 0.00

💡 Key Insight

For continuous distributions, the CDF is strictly increasing, so there's a unique x where F(x) = u. The steeper the CDF, the higher the density at that point.

PDF / PMF: f(x)
Probability density or mass
CDF: F(x)
Cumulative probability
Inverse CDF: F-(u)
Quantile function

📈 PDF/PMF Panel

  • Shows where probability mass lives
  • Shaded area = P(X ≤ F-(u)) = u
  • Discrete: bars show P(X = k)

📊 CDF Panel

  • Draw horizontal line at height u
  • Find where it hits the CDF
  • Discrete: jumps create "flat regions"

📋 Inverse CDF Panel

  • Direct view of u → x mapping
  • Discrete: plateaus (many u → same x)
  • This is what we compute!