# stat341 / CM 361

From statwiki

**Computational Statistics and Data Analysis** is a course offered at the University of Waterloo

Spring 2009

Instructor: Ali Ghodsi

[math]Insert formula here[/math]

## Sampling (Generating Random numbers)

### Inverse Transform Method

Step 1: Draw [math] U~ \sim~ Unif [0,1] [/math].

Step 2: Compute [math] X = F^{-1}(U) [/math].

**Example:**

Suppose we want to draw a sample from <math> f(x) = \lambda e^{-\lambda x} <\math>