I need to generate random deviates x according to a given cumulative 
distribution y that is available only in tabular form.

Scilab coding was easy by table lookup:

length(y)=   360. // only for general information
N=1000;
z=grand(1,N,'def');
x=[];
for i=1:N;
x=[x find(y>z(i),1)];
end;

Problem is that execution times are exponentially increasing when I want one 
million deviates.

Can you suggest a significantly more efficient procedure?
Heinz
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