Method for generating skewed random numbers using two overlapping uniform distributions

摘要

The objective of this work was to implement and evaluate a method for generating skewed random numbers using a combination of uniform random numbers. The method provides a simple and accurate way of generating skewed random numbers from the specified first three moments without an a priori specification of the probability density function. We describe the procedure for generating skewed random numbers from unifon-n random numbers, and show that it accurately produces random numbers with the desired first three moments over a range of skewness values. We also show that in the limit of zero skewness, the distribution of random numbers is an accurate approximation to the Gaussian probability density function. Future work win use this method to provide skewed random numbers for a Langevin equation model for diffusion in skewed turbulence.