Simulation of non-uniform distribution with uniform distribution

• Most programming language (e.g. C, C++ and Java) and statistical software (e.g. Minitab and SAS) provides uniform random number generator. (slides 6 to 12).

• If analytic method can solve the equation so that you can get where u is a uniform r.v. and x is a non-uniform r.v.

x = f -1(u)

then you can simulate non-uniform distribution P(x) with uniform distribution.

Previous slide

Next slide

Back to first slide

View graphic version