Generating Random Variates Using Transformations with Multiple Roots
John R. Michael, William R. Schucany, R.W. Haas · The American Statistician · 1976
The general approach to generating random variates through transformations with multiple roots is discussed. Multinomial probabilities are determined for the selection of the different roots. An application of the general result yields a new and simple technique for the generation of variates from the inverse Gaussian distribution.