On 04/07/2009, at 11:37 PM, Sean Luke 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):
IANAL but I presume that, while you could use it in your own personal software/research, it couldn't be integrated into MASON.