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As explained in Uniform Random Number Generators the simulation of random variables on a computer operates in two steps: In the first step, uniform random number generators produce imitations of i.i.d. \(\mathcal {U}(0,1)\) (uniform over (0,1)) random variables, and in the second step these numbers are transformed in an appropriate way to imitate random variables or vectors from non-uniform distributions, and other types of random objects.

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Non-uniform Random Variate Generation

  • 工具书词条

  • 发表日期：

    2025年

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  • Pierre L’Ecuyer

摘要

As explained in Uniform Random Number Generators the simulation of random variables on a computer operates in two steps: In the first step, uniform random number generators produce imitations of i.i.d. \(\mathcal {U}(0,1)\) (uniform over (0,1)) random variables, and in the second step these numbers are transformed in an appropriate way to imitate random variables or vectors from non-uniform distributions, and other types of random objects.