Random number generation in Python?

Question

Python

The distribution function and mat expectation are known, it is necessary to generate N random numbers, how to implement this in python? I found a SciPy package that seems to do something similar. is there anything else or any tips?

Answer 1

1. We are looking for a function G, the inverse of the distribution function.
   
2. Take N evenly distributed on [0, 1] random numbers x (they are given by the usual random()).
   
3. G(x) will have the desired distribution.