Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/iii/paper-37/4/a/solution

The generalized quantile function is
The tail limits of a cumulative distribution function make the defining set nonempty and its infimum finite. Monotonicity and right continuity imply exactly when . To see the direction involving the infimum, let points in the defining set decrease towards it; right continuity gives , so every larger also qualifies. Consequently, for a uniform distribution variable ,
The probability-zero endpoints can be assigned arbitrary outputs. This proves inverse transform sampling even for distributions with atoms or flat portions; continuity or strict monotonicity of is not required.

New to topics? Read the docs here!