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Note that often, mathematics environments and [[computer algebra systems]] will have some way to represent probability distributions and sample from them. This functionality might even have been developed in third-party libraries. Such packages greatly facilitate such sampling, most likely have optimizations for common distributions, and are likely to be more elegant than the above bare-bones solution.
==discontinuous case==
I heard that the the inverse method also works for the discontinuous case, despite the discontinuity. [[User:Jackzhp|Jackzhp]] ([[User talk:Jackzhp|talk]]) 22:38, 28 January 2011 (UTC)
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