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In simulations of random processes we often require a non-uniform distribution of random numbers. For example, radioactive decay is characterised by a Poisson distribution.
Two standard methods are:
The aim of both these methods is to convert a uniform distribution of
random numbers of the form Px(x) into a
non-uniform distribution of the form Py(y).
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| Uniform (flat) distribution of a set of random numbers | Non-uniform distribution of a set of random numbers |