(0, 1);
  real y = Phi(u);
  return y;
}</code></pre>
<p>In order to generate non-standard variates of the location-scale
variety, the variate is scaled by the scale parameter and shifted by
the location parameter. For example, to generate
<span class="math inline">\(\mathsf{normal}(\mu, \sigma)\)</span> variates, it is enough to generate a
uniform variate <span class="math inline">\(u \sim \mathsf{Uniform}(0, 1)\)</span>, then convert to a
standard normal variate, <span class="math inline">\(z = \Phi(u)\)<