Method of Inverse transform
         Suppose we want to generate a random variable with a prescribed distribution function . We have observed that the random variable , defined by .Thus given random number , the inverse transform will have the CDF .

                                          

Figure 1

  The algorithmic steps for the inverse transform method are as follows:

1. Generate a random number from . Call it .
2. Compute the value such that
3. Take to be the random number generated.