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Someone - probably Knuth (1981) - has remarked that a sequence with Uniform
distribrution can form the basis for generating sequences with any other
distribution. A corollary is that a well-shuffled bunch of
consecutive integers is the ideal primary ingredient for a Uniform distribution
sequence. So, the three steps needed to make a sequence with specified
distribution are,
- Shuffle a set of consecutive integers.
- Transform these integers into floating-point numbers covering
the range .
- Map this Uniform distribution over to the required
(e.g. Normal) distribution.
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Up: Muir: Random sequences
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Stanford Exploration Project
11/18/1997