This chapter describes functions for generating random variates and computing their probability distributions. Samples from the distributions described in this chapter can be obtained using any of the random number generators in the library as an underlying source of randomness. In the simplest cases a non-uniform distribution can be obtained analytically from the uniform distribution of a random number generator by applying an appropriate transformation. This method uses one call to the random number generator.
More complicated distributions are created by the acceptance-rejection method, which compares the desired distribution against a distribution which is similar and known analytically. This usually requires several samples from the generator.
The functions described in this section are declared in `gsl_randist.h'.