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On 04/07/2009, at 11:37 PM, Sean Luke wrote:

> t.n.a. wrote:
>
>> I'm not sure how I would go about transforming uniform distribution
>> random numbers to a specific distribution...I could do it for simple,
>> streight-lined artificial distributions, but for distributions like
>> gamma, it'd turn into a project of it's own...
>
> Actually, it's not nearly as hard as it sounds -- it depends on the
> distribution though.  There are a lot of standard algorithms (Knuth
> might be good to check out).

Numerical Recipes (in C) has a version of the Gamma distribution  
(amongst others):
http://www.fizyka.umk.pl/nrbook/c7-3.pdf

IANAL but I presume that, while you could use it in your own personal  
software/research, it couldn't be integrated into MASON.

Cheers,
Matthew.