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How to do it...

We will generate two samples of 10,000 random numbers, the first one via the rnorm function, and the second one using the inverse transformation method.

Generate two samples of 10000 random numbers:

rnorm_result = data.frame(rnorm = rnorm(10000,0,1))
inverse_way = data.frame(inverse = qnorm(runif(10000),0,1))

We concatenate the two datasets. Note that we are transposing it using the gather function. We need to transpose the data for plotting both histograms later via ggplot:

total_table = cbind(rnorm_result,inverse_way)
transp_table = gather(total_table)
colnames(transp_table) = c("method","value")

We will then plot the histogram:

ggplot(transp_table, aes(x=value,fill=method)) + geom_density(alpha=0.25)