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A book: Nonuniform Variate Generation
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L. Devroye, Nonuniform Variate Generation, Springer-Verlag, Berlin, Heidelberg, New York, 1986 This is the standard reference on the production of nonuniform random numbers. The assumptions are that "easy" distributions, like U[0,1), are readily available, and this book deals with the myriad number of ways to transform the easy random numbers into anything else you might want. http://www.cs.fsu.edu/~mascagni/Devroye.pdf |
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