Adrien Devresse on Random Number Generation in C | C Now posted on the topic | LinkedIn

**rTRNG**: Advanced Parallel Random Number Generation in R

To do this, you can use the Inverse Transform Sampling Method for random number generation from an arbitrary continuous distribution having an inverse. For a continuous random variable, X, having distribution Fx(x), it is possible to generate random deviates of X by forming Fx^(-1)(u), where u is a random number from a uniform distribution on [0,1].

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