B

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In order to obtain a sequence characterised by the distribution P_y(y) we must find a transformation function y = f(x) which satisfies:

Summary:

• we want: P_y(y) (the required distribution)
• so we find: y = f(x) (the transformation function) such that: |dx/dy| = P_y(y)
  where x is from a uniform distribution, y is the transformed value.