<s>
Non-uniform	B-Algorithm
random	I-Algorithm
variate	I-Algorithm
generation	I-Algorithm
or	O
pseudo-random	B-Algorithm
number	I-Algorithm
sampling	I-Algorithm
is	O
the	O
numerical	B-General_Concept
practice	O
of	O
generating	O
pseudo-random	B-Error_Name
numbers	I-Error_Name
(	O
PRN	O
)	O
that	O
follow	O
a	O
given	O
probability	O
distribution	O
.	O
</s>
<s>
Methods	O
are	O
typically	O
based	O
on	O
the	O
availability	O
of	O
a	O
uniformly	O
distributed	O
PRN	B-Algorithm
generator	I-Algorithm
.	O
</s>
<s>
The	O
first	O
methods	O
were	O
developed	O
for	O
Monte-Carlo	B-Algorithm
simulations	I-Algorithm
in	O
the	O
Manhattan	O
project	O
,	O
published	O
by	O
John	O
von	O
Neumann	O
in	O
the	O
early	O
1950s	O
.	O
</s>
<s>
One	O
draws	O
a	O
uniformly	O
distributed	O
pseudo-random	B-Error_Name
number	I-Error_Name
X	O
,	O
and	O
searches	O
for	O
the	O
index	O
i	O
of	O
the	O
corresponding	O
interval	O
.	O
</s>
<s>
Linear	B-Algorithm
search	I-Algorithm
,	O
computational	O
time	O
linear	O
inn	O
.	O
</s>
<s>
Indexed	B-Algorithm
search	I-Algorithm
,	O
also	O
called	O
the	O
cutpoint	B-Algorithm
method	I-Algorithm
.	O
</s>
<s>
Alias	B-Algorithm
method	I-Algorithm
,	O
computational	O
time	O
is	O
constant	O
,	O
using	O
some	O
pre-computed	O
tables	O
.	O
</s>
<s>
Convolution	B-Algorithm
random	I-Algorithm
number	I-Algorithm
generator	I-Algorithm
,	O
not	O
a	O
sampling	O
method	O
in	O
itself	O
:	O
it	O
describes	O
the	O
use	O
of	O
arithmetics	O
on	O
top	O
of	O
one	O
or	O
more	O
existing	O
sampling	O
methods	O
to	O
generate	O
more	O
involved	O
distributions	O
.	O
</s>
<s>
Reversible-jump	B-Algorithm
Markov	I-Algorithm
chain	I-Algorithm
Monte	I-Algorithm
Carlo	I-Algorithm
,	O
when	O
the	O
number	O
of	O
dimensions	O
is	O
not	O
fixed	O
(	O
e.g.	O
</s>
<s>
GNU	B-Application
Scientific	I-Application
Library	I-Application
has	O
a	O
section	O
entitled	O
"	O
Random	O
Number	O
Distributions	O
"	O
with	O
routines	O
for	O
sampling	O
under	O
more	O
than	O
twenty	O
different	O
distributions	O
.	O
</s>
