Pseudo-random number sampling Pseudo-random number sampling or non-uniform pseudo-random variate generation is the numerical practice of generating pseudo-random numbers that are distributed according to a given probability distri...
 Inverse transform sampling Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, golden rule,) is a basic method for pseu...
 Indexed search Indexed search, also called the cutpoint method, is an algorithm for discrete-distribution pseudo-random number sampling, invented by Chen and Asau in 1974.
 Marsaglia polar method The polar method (attributed to George Marsaglia, 1964) is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. While it is superior to the Box...
 Poisson random numbers In probability theory and statistics, the Poisson distribution (French pronunciation [pwasɔ̃]; in English usually /ˈpwɑːsɒn/), named after French mathematician Siméon Denis Poisson, is a discrete prob... Poisson random numbers - Wikipedia
 Slice sampling Slice sampling is a type of Markov chain Monte Carlo algorithm for pseudo-random number sampling, i.e. for drawing random samples from a statistical distribution. The method is based on the observatio... Slice sampling - Wikipedia
 Ziggurat algorithm The ziggurat algorithm is an algorithm for pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random nu... Ziggurat algorithm - Wikipedia
 Convolution random number generator In statistics and computer software, a convolution random number generator is a pseudo-random number sampling method that can be used to generate random variates from certain classes of probability d...
 Rejection sampling In mathematics, rejection sampling is a basic technique used to generate observations from a distribution. It is also commonly called the acceptance-rejection method or "accept-reject algorithm" and i... Rejection sampling - Wikipedia
 Box–Muller transform The Box–Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958) is a pseudo-random number sampling method for generating pairs of independent, standard, normally distributed (zero ... Box–Muller transform - Wikipedia