This article aims to show how you can generate random variables from scratch with simple programming.
Thereafter, we will use statistical theorems and transformations to generate random variables, corresponding to other distributions, based on this random generator.
Now, if we generate 10,000 random numbers and plot their histogram, it looks like following,A generalized uniform random generatorNow, it is very easy to construct a generalized uniform random generator function,Here are 10,000 uniformly random distributed numbers between -5 and +7.
Other randomizers and distributionsNow that we could program a decent uniform random generator, we can easily extend it to construct random variate generators for a multitude of statistical distributions.
It turns out that using a special method called Box-Muller transform, we can generate Normally distributed random variates from Uniform random generators.

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