•We now have an idea of how to generate a uniform probability distribution, so that the probability of generating a number between x and x + dx, denoted p(x)dx, is given by
•p(x)dx = dx 0 < x < 1
•0 otherwise
•Now suppose that we generate a uniform deviate x and then take some prescribed
•function of it, y(x). The probability distribution of y, denoted p(y)dy, is determined
•by the fundamental transformation law of probabilities, which is simply
•|p(y)dy| = |p(x)dx| or p(y) = p(x) dxdy
•