#Inverse CDF sampling pictoral demonstration x=seq(-3.5,3.5,by=.01) plot(x,pnorm(x),type="l") u=runif(100) for(i in 1:100) { points(-3.5,u[i],pch=18) points(qnorm(u[i]),0,pch=17) } hist(u) hist(qnorm(u)) u=runif(10000) hist(u) hist(qnorm(u))