Fast arbitrary distribution random sampling (inverse transform sampling)

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You need to use Inverse transform sampling method to get random values distributed according to a law you want. Using this method you can just apply inverted function
to random numbers having standard uniform distribution in the interval [0,1].

After you find the inverted function, you get 1000 numbers distributed according to the needed distribution this obvious way:

[inverted_function(random.random()) for x in range(1000)]

More on Inverse Transform Sampling:

Also, there is a good question on StackOverflow related to the topic:

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