🚀 go-pugleaf

Hi STAT-L


I am working with Gibbs sampling and thus need to generate
lots of random numbers. So far I have used IMSL to generate normals
chi-squares and so on for well known distributions.

However, now I have run into a problem where i need to generate distributions
that I don't recognise as anything standard!

I would therefore like to solicit references about generation of random
numbers from any distribution, for example by rejection sampling.

Also I am interested if anybody have software available to generate
such numbers so that don't have to reinvent the wheel.

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