Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2025/ii/paper-4/28l/a/solution

Let be the quantile function. For ,
The reverse implication is immediate from the infimum defining . For the forward implication, if there is a point with . If , choose with ; monotonicity and right continuity give
The endpoint values have zero probability under a continuous uniform variable.
Consequently
Thus the inverse transform sampling identity is

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