ABSTRACT

In Chapter 5, we described various probability distributions. This chapter assumes that the reader has a good grasp of all the basic and commonly used probability distributions discussed in Chapter 5. This chapter provides methods for sampling various discrete and continuous probability distributions. The method of generating sampling values from various probability distributions is known as the generation of random variates. This basically generates the random numbers that follow a particular probability distribution. These random numbers are generated using the cumulative distribution function or the density function. Therefore, for each probability distribution, the probability density function along with the cumulative distribution function must be known in advance.