Question: In modeling and simulation, one often has a PDF f(x) and corresponding CDF F(x) from which one would like to make random draws. Show that

In modeling and simulation, one often has a PDF f(x) and corresponding CDF F(x) from which one would like to make random draws. Show that if one draws uniformly y~U(0,1) from F(x), then one has x=F^-1(y) which is a random draw from f(x).

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