Random number generator that produces a power-law distribution?

This page at Wolfram MathWorld discusses how to get a power-law distribution from a uniform distribution (which is what most random number generators provide). The short answer (derivation at the above link): x = [(x1^(n+1) – x0^(n+1))*y + x0^(n+1)]^(1/(n+1)) where y is a uniform variate, n is the distribution power, x0 and x1 define the … Read more

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