I'll take this opportunity to link to Luc Devroye's freely available book "Non-Uniform Random Variate Generation". http://www.nrbook.com/devroye/ http://www.nr

I'll take this opportunity to link to Luc Devroye's freely available book "Non-Uniform Random Variate Generation". http://www.nrbook.com/devroye/ http://www.nrbook.com/devroye/ An undergraduate algorithms + statistics class is sufficient to get a lot out of this book, even if it's just exposure to the wide variety of techniques for generating random numbers on a computer.