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What are some non-uniform random number generators not relying on uniform random number generators?

Are some of them for general non-uniform distributions, or are all of them for some particular non-uniform distributions?

Thanks!

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  • $\begingroup$ What is it that you need that you cannot get from a uniform random number generator? You can always do transformations (as this site does to get a normal distribution from a uniform distribution: random.org ). What do you mean by a "general non-uniform distribution"? $\endgroup$ – Joel W. Sep 27 '12 at 23:28
  • $\begingroup$ general means for example not just for normal distributions $\endgroup$ – Tim Sep 28 '12 at 0:12
  • $\begingroup$ What non-normal, non-uniform distribution(s) are you interested in? $\endgroup$ – Joel W. Sep 28 '12 at 10:15
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There is Wallace's generator for normal variates (see e.g. TAoCP V2) and for uniforms on a sphere, these are quite fast, however the statistical quality is poor compared to more modern uniform generators working at bit level. Such generators mantain a pool of normal variates which gets updated through isometries (and an additional Chi2 correction) so they're quite simple to implement, but as said they've become obsolete. (Most current PRNG research focuses on uniforms, why aren't you satisfied with them?)

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  • $\begingroup$ Thanks! I didn't say I wasn't satisfied. I asked the questions because I was wondering about the questions. $\endgroup$ – Tim Sep 28 '12 at 11:34
  • $\begingroup$ Do you mean "Wallace's generator for normal variates (see e.g. TAoCP V2) and for uniforms on a sphere" are non-uniform random number generators not relying on uniform random number generators? $\endgroup$ – Tim Sep 29 '12 at 23:42
  • $\begingroup$ Yes. Actually you might use uniforms for the initialization fase to fill in the first pool, but any other method might suit well too (even though I dont know of so many). Afterwards the generation proceeds autonomously. $\endgroup$ – Quartz Oct 1 '12 at 9:22

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