Generating non-uniform random numbers

Question

Can you tell me anyways to generate non-uniform random numbers?

I am using Java but the code examples can be in whatever you want.

One way is to create a skewed distribution by adding two uniform random numbers together (i.e. rolling 2 dice).

Answer 1

Try generating uniformly distributed random numbers, then applying your inverted non-uniform cumulative distribution function to each of them.

You can also try the fast generation of non-uniform random numbers by referring the following link: https://oroboro.com/non-uniform-random-numbers/

There is also a link named A Java Programmer’s Guide to Random Numbers. Part 2: Not just coins and dice, which tells about the same concept. You can refer the following link for more information about the program: https://dzone.com/articles/java-programmer%E2%80%99s-guide-random-0

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