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!