Mitch Wheat - Treat the cause, not the symptoms!: Non-Uniform Distribution from a Uniform Distribution

About Me

Location: Perth, WA, Australia

Mitch Wheat has been working as a professional programmer since 1984, graduating with a honours degree in Mathematics from Warwick University, UK in 1986. He moved to Perth in 1995, having worked in software houses in London and Rotterdam. He has worked in the areas of mining, electronics, research, defence, financial, GIS, telecommunications, engineering, and information management. Mitch has worked mainly with Microsoft technologies (since Windows version 3.0) but has also used UNIX. He holds the following Microsoft certifications: MCPD (Web and Windows) using C# and SQL Server MCITP (Admin and Developer). His preferred development environment is C#, .Net Framework and SQL Server. Mitch has worked as an independent consultant for the last 10 years, and is currently involved with helping teams improve their Software Development Life Cycle. His areas of special interest lie in performance tuning

Non-Uniform Distribution from a Uniform Distribution

Given a uniformly distributed random variable x (such as the output from a standard Random Number Generator), how do we generate some other non-uniform distribution, q(y)?

Solution: Generate x, and take y = f(x). But how do we calculate f() given q() ?

The required function is the inverse cumulative distribution function given by: