<p>It's a standard textbook matter. See <a href="http://webusers.fis.uniroma3.it/franceschini/notebooks/Event%20Generator.html#CDF-is-not-known" rel="nofollow noreferrer">here</a> for some code, or <a href="http://arxiv.org/abs/arXiv:hep-ph/0006269" rel="nofollow noreferrer">here</a> at Section 3.2 for some reference mathematical background (actually very quick and simple to read).</p>
Generate random numbers according to distributions
<p>I want to generate random numbers according some distributions. How can I do this?</p>