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Re: random variable


You should transform your PDF  into a CDF, and then you obtain a 
linear random variable using the built-in function to sample the CDF.

On Fri, 28 Aug 2009, omar bdair wrote:

> I want to ask, how can I generate a random vaiable from some probability density functions which are not well-known? I mean, if we have some pdf which is not normal, binomial, weibull, ... but the only thing I know that it is a log-concave function, then how can I generate a number of random variables?
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