Suppose I have split the interval [0, 1] into a series of smaller intervals [0, 0.2), [0.2, 0.4), [0.4, 0.9), [0.9, 1.0]. Now I sample a value
[0, 1]
[0, 0.2), [0.2, 0.4), [0.4, 0.9), [0.9, 1.0]