Suppose there is any distribution whose parameter values are known. So how to simulate data in this case?
closed as too broad by John, Scortchi♦, Glen_b♦, COOLSerdash, Andy W Sep 9 '13 at 11:57
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While your question is rather vague, a classic text on univariate random number generation is Luc Devroye's Non-Uniform Random Variate Generation.