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- Many continuous distributions don't have a closed-form
inverse function. Strictly speaking, the inverse transform method
discussed earlier cannot be applied.
- If we are willing to accept numeric solution, inverse
functions can be found. Here we have an example for normal
- One of the inverse cdf of the standard normal distribution
was proposed by Schmeiser:
which matches the true normal
distribution with one digit after decimal point. See Table 9.6 on page 335.