If you take a random number from a gaussian (aka normal) curve, you can calculate the probability that number would come up.
random = randn();
prob = icdf('Normal', random_value, 0, 1);
You can then, if you know the cdf, calculate the value that would give you that probabiltiy.
example: random_value_my_distribution = cdf('binomial',prob, trials, prob)
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