my question is quite generic. I am currently studying the algorithms calculating random numbers from distributions:
In inverse transform method we get the cumulative distribution function in the end and take the random variable from there. Whereas in rejection method, we are working directly with pdf. I got a little bit confused if we normally sample from cdf , since I have never come across it before.
I know what the cdf and pdf are and that they are tightly linked.
Hopefully, someone can clarify it to me if sampling from cdf is a common approach.