Inverse transform sampling

Okay kiddo, so you know how sometimes you want to pick a random number from a certain group of numbers, like rolling a die? Well, sometimes you want to pick a random number from a more complicated group of numbers that doesn't follow normal rules like a regular die.

That's where inverse transform sampling comes in. It’s a way to get a random number from one of those harder groups by using math to turn it into an easier group of numbers.

Here's how it works: Let's say we want to pick a random number from a group of numbers that are spread out in a certain way. Instead of trying to pick a random number directly from that group, we use a special math formula that transforms the group of numbers into a new group of numbers that are easier to work with.

Once we have this new group of numbers, we can easily pick a random number from it using regular random number techniques we already understood, like rolling a die or picking a card from a deck.

After we pick a number from the new group, we use the same math formula but in reverse. This formula will transform the number we picked from the new group back into the original group of numbers that we wanted a randomly picked number from.

So basically, inverse transform sampling makes it easier to pick a random number from a complicated group of numbers by transforming it into an easier group and then turning the picked number back into the original group. See, it's just like magic!