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Inverse Transform

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26 views4 pages

Inverse Transform

Uploaded by

glorychern
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Inverse Transform Sampling

Your Name
July 26, 2023

1 Introduction
Inverse Transform Sampling is a widely used technique for generating random
samples from a given Probability Density Function (PDF). It leverages the Cu-
mulative Distribution Function (CDF) to transform uniform random variables
into samples following the desired distribution.

2 Inverse Transform Method


Let’s assume we have a continuous random variable X with a probability density
function fX (x) and cumulative distribution function FX (x). The CDF FX (x)
is defined as follows: Z x
FX (x) = fX (t) dt
−∞

To generate random samples x that follow the distribution of X, we can use


the inverse transform method. The idea is to take a uniform random variable
−1
U in the range [0, 1] and find its inverse CDF, denoted as FX (u), such that:
−1
FX (FX (x)) = x

Now, suppose U is a uniform random variable, and we want to obtain a


random sample x from X. The steps for inverse transform sampling are as
follows:

1. Generate a random number u from the uniform distribution on [0, 1].


−1
2. Compute x = FX (u).

The resulting value of x will follow the distribution of X based on its PDF
fX (x).

1
3 Conclusion
Inverse Transform Sampling is a powerful technique for generating random sam-
ples from a given probability distribution using the corresponding CDF. It is
straightforward to implement and can be applied to various distributions, mak-
ing it a fundamental tool in the field of random number generation and Monte
Carlo simulations.

4 Example 1
In this example, we will explore the concept of inverse transform sampling using
a specific probability density function (PDF) that is proportional to x2 in the
interval [0, 7] and 0 everywhere else.
Probability Density Function (PDF): The probability density function
f (x) is defined as follows:
(
3
x2 for 0 ≤ x ≤ 7
f (x) = 343
0 otherwise

The PDF f (x) is normalized in the interval [0, 7] to ensure that the area
under the curve is equal to 1.
Cumulative Distribution Function (CDF): The cumulative distribution
function F (x) can be obtained by integrating the PDF f (x):

0 3 for x < 0

x
F (x) = 343 for 0 ≤ x ≤ 7

1 for x > 7

The CDF F (x) gives the probability that a random variable X takes on a
value less than or equal to x.
Inverse Transform Sampling: Inverse transform sampling is a method
used to generate random samples from a given probability distribution using its
CDF. The steps for generating samples from the distribution with f (x) ∝ x2 in
[0, 7] are as follows:

1. Generate a uniform random variable u in the range [0, 1].


2. Use the inverse CDF, denoted as F −1 (u), to obtain the corresponding
sample x: ( 1
(343u) 3 for 0 ≤ u ≤ 1
x=
0 otherwise

The value of x obtained using the inverse transform sampling method will
follow the distribution f (x) ∝ x2 in the interval [0, 7].
Inverse transform sampling is a powerful technique for generating random
samples from a given probability distribution. In this example, we explored the

2
PDF and CDF of a specific distribution with f (x) ∝ x2 in the interval [0, 7].
We also discussed the steps to perform inverse transform sampling to generate
random samples following this distribution.

5 Example 2
Let’s consider a simple example where X is exponentially distributed with pa-
rameter λ. The PDF and CDF of the exponential distribution are given by:

fX (x) = λe−λx

FX (x) = 1 − e−λx
To obtain samples from this exponential distribution using inverse transform
sampling, we follow these steps:

1. Generate a random number u from the uniform distribution on [0, 1].

2. Compute x = − λ1 ln(1 − u).

The value of x generated using this method will follow the exponential dis-
tribution with parameter λ.

6 Woods-Saxon Distribution of Gold Nuclei


In nuclear physics, the Woods-Saxon potential is commonly used to describe
the distribution of nucleons (protons and neutrons) inside atomic nuclei. The
radial distribution of nucleons in a gold nucleus can be approximated by the
Woods-Saxon distribution.
The radial distribution of nucleons in a gold nucleus is described by the
Woods-Saxon distribution given by:
C
f (r) = r−R

1 + exp a

where:

• r is the radial distance from the center of the nucleus,


• R is the radius parameter representing the nuclear radius,
• a is the diffuseness parameter representing the surface thickness of the
nucleus, and

• C is the normalization constant.

3
7 Exercise: Simulating the Woods-Saxon Dis-
tribution of Gold Nuclei
To gain a deeper understanding of the Woods-Saxon distribution and the con-
cept of inverse transform sampling, follow these steps:

1. Choose appropriate values for the parameters R and a that are consistent
with the size of a gold nucleus. For example, R ≈ 6.38 fm and a ≈ 0.535
fm are common values.
2. Calculate the normalization constant C to ensure that the area under the
curve is equal to 1.
3. Implement the inverse transform sampling method to generate random
samples of radial distances r following the Woods-Saxon distribution.
4. Generate a large number of random samples (e.g., 10,000) and create a
histogram to visualize the simulated radial distribution of nucleons in a
gold nucleus.
5. Compare the histogram with the analytical Woods-Saxon distribution
curve to verify the accuracy of the simulation.
6. Experiment with different values of R and a to observe the effects on the
radial distribution.

By completing this exercise, you will gain hands-on experience in using in-
verse transform sampling to simulate a PDF following the Woods-Saxon distri-
bution of gold nuclei and understand how nuclear physicists model the distri-
bution of nucleons inside atomic nuclei.

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