quality:corruption
Random variate generation

There are many applications in which it is useful to run simulation experiments. Many programming languages come with implementations to generate pseudo-random numbers which are effectively distributed according to the standard uniform distribution.

On the other hand, the uniformly distributed numbers are often used as the basis for non-uniform random variate generation.

If u {\displaystyle u} is a value sampled from the standard uniform distribution, then the value a + (b − a) u {\displaystyle a+(b-a)u} follows the uniform distribution parameterized by a {\displaystyle a} and b, {\displaystyle b,} as described above.