# sampling from a Gaussian

## Summary

The transformation method can't be applied directly to sample from a Gaussian, since there's no closed form for the CDF. However, we can apply it using a simple trick.

## Context

This concept has the prerequisites:

- Gaussian distribution
- multivariate Gaussian distribution (We sample from a univariate Gaussian by sampling from a multivariate Gaussian.)
- transformation method (This trick uses the transformation method.)

## Core resources (we're sorry, we haven't finished tracking down resources for this concept yet)

## Supplemental resources (the following are optional, but you may find them useful)

## -Paid-

→ Pattern Recognition and Machine Learning

A textbook for a graduate machine learning course, with a focus on Bayesian methods.

Location:
Section 11.1.1, pages 526-528