Random Quantile Experiment

Description

This app simulates values from a random variable with a specified special distribution by computing a random quantile \(U\). The quantile function of the special distribution is \(F^{-1}\), where \(F\) is the distribution function. If \(U\) has the standard uniform distribution (the uniform distribution on the interval \((0, 1)\)), then \(X = F^{-1}(U)\) has the given special distribution. The graph on the top shows the distribution function of the specified distribution, while the graph below shows the probability density function. The special distribution can be chosen from the drow-down box, and then the parameters of the distribution can be varied with the scrollbars. Hover over a scrollbar for information about the type of the parameter.