In generall Draw a random number from a uniform (0,1) distribution and
invert the CDF to solve for the value of x such
that F(x)=rand. Quicker techniques work for known distributions.
Alejandra Mercado <[EMAIL PROTECTED]> wrote in message
89jmg3$qpt$[EMAIL PROTECTED]">news:89jmg3$qpt$[EMAIL PROTECTED]...
> I need to generate random vectors
> with a specified distribution.
> Does anyone know what's a good
> reference for this?
>
> Babak Azimi-Sadjadi
> [EMAIL PROTECTED]
>
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