by Felisa J. Vázquez-Abad and Yanick Champoux
Most 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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© Copyright 1998 Felisa J. Vázquez-Abad and Yanick Champoux. All rights reserved.