Lecture 5: Z Transform | Signals and Systems | Electrical Engineering and Computer Science | MIT OpenCourseWare

To do this, you can use the Inverse Transform Sampling Method for random number generation from an arbitrary continuous distribution having an inverse. For a continuous random variable, X, having distribution Fx(x), it is possible to generate random deviates of X by forming Fx^-1(u), where u is a random number from a uniform distribution on [0,1].

Bayesian Inference with R: Hierarchical Bayes Gibbs Sampler | Dr Shikhar Tyagi posted on the topic | LinkedIn