The generation of random numbers according to a specific
distribution is the heart of Monte Carlo simulation. In general, all
language compilers provide the random number generator to generate uniformly
distributed random number between 0 and 1. The main task is to transform the
uniform random numbers 
between 0 and 1 to random numbers
with the appropriate characteristic. This is commonly known as the inverse
transformation techniques or inverse CDF method. In this method, the
CDF of the random variable is equated to the generated random number , that is, 
, and the equation is solved for 
as
