The quantile function is finite at every probability strictly between zero and one, but need not be finite at one. For any unbounded-above normal distribution, for every real , so its generalized inverse at one is . Inverse transform sampling still produces a real random variable almost surely because a continuous uniform distribution puts zero mass at that endpoint. A real-valued implementation may discard endpoint draws or assign an arbitrary finite value there without changing the sampled law.
Articles by others on the same topic
There are currently no matching articles.