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
Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.
While your question is rather vague, a classic text on univariate random number generation is Luc Devroye's Non-Uniform Random Variate Generation.