by Felisa J. VázquezAbad and Yanick Champoux Generation of

 Basic Notions
 Topics Index 
Basic NotionsMost software programs have built in random number generators, which approximately generate uniform random variables in (0,1). These are often called random variates. OBJECTIVE: We shall see how to reproduce a random variable X with a prespecified distribution F(x). We assume that the outcome of the random number generator has indeed a uniform distribution in (0,1), denoted U(0,1). The goal is to study different methods that allow us to transform one or several random variates to obtain a variable whose distribution is the desired one.
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