Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates

A known theorem in probability is adopted and through a probabilistic approach, it is generalizedto develop a method for generating random deviates from the distributi~n of any ~ontinuousrandom variable. this method, which may be considered as an approximate version of theinverse transform algorithm, takes two random numbers to generate a random deviate, whilemaintaining all the other advantages of the inverse transform me:hod, such as the. possibili~y ofgenerating ordered as well as correlated deviates and being applicable to all density functions,regardless of their parameter values