Well, you can use the simple acceptance-rejection technique!

On 08/25/2011 07:03 PM, ptrib...@rcf.rhic.bnl.gov wrote:
  Hello,
   Is there a way to generate random number for an user defined pdf? For
example I want to generate random number "x" which follow a distribution
F(x)=1./Sqrt(x). What if F(x) has a complicated form ?

  regards,
  Prithwish

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