If you can compute the quantile function of the distribution (i.e., the inverse of the integral of the pdf), then you can use the probability integral transform: If U is a U(0,1) random variable and Q is the quantile function of the distribution F, then Q(U) is a random variable distributed as F.
This is not necessarily the most efficient way of generating the random number, but it may be the only way in some cases. HTH, Andy > From: Yan Yu > > Hello, > Is there a function in R to generate random number of any given > distribution (its pdf is given), besides uniform and gaussian > distribution? > > Thanks, > yan ------------------------------------------------------------------------------ Notice: This e-mail message, together with any attachments,...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html