It's a capacitor - from the voltage it's probably on the output of the inverter although it's value 3.3uF seems high for that. It is often used to remove rf noise or spikes in voltage (transients).
These devices are often stressed and I've seen loads of these 'popped' like this.
Unless it has gone short circuit, which *may* cause the output to fail it's possible your problem lies elsewhere.
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