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4. Distributions of random values

A distribution function can be described by a density function: The probability that a specific value will occur. Non-uniform distributions are almost always computed starting with a uniform distribution. There are several different approaches. Sometimes one just applies a mathematical transformation. In other cases, more complex algorithms must be used.

Below are a few plots showing examples of non-uniform probability distributions often used in connection with RNGs.

Uniform distribution

Normal (Gaussian) distribution

Exponential distribution

Gamma distribution

Poisson distribution

Binomial distribution

Copyright © 2000 Per Kraulis $Date: 2000/12/04 12:16:07 $