- If we want a random variate uniformly distributed on the
interval [a,b], a reasonable guess for generating is given by

where is uniformly distributed on (0,1).If we follow the steps outlined in previous section, we get the same result.

- pdf for X

- steps:
**Step 1.**- the cdf

**Step 2.**- Set
**Step 3.**- Solve for is terms of yields

which is the same as the earlier guess. **Step 4.**- Generate as needed, calcualte using the function obtained.

Meng Xiannong 2002-10-18