
191Tutorial on Random Number Generators in Discrete Event Simulators
Note that for a discrete random variable, the cdf can be calculated by summing its pmf. In continuous
world, we use integration instead of summation. Analogous to the discrete world, the cdf of a
probability can be calculated by integrating its probability function. For continuous distributions,
we do not term the probability function as pmf, rather probability density function (pdf), which is
the derivative of the cdf.
7.3.2 inverse TransformaTion meThoD
7.3.2.1 For Continuous Distribution
Suppose we want to simulate a random variable X from an arbitrary distribution whose cdf ...