generate random number according a pdf

Hi, if I have a function f(x) that is a pdf, how can I generate random number according to the odf f(x)? This distribution probability is not know (is not gaussian, exponentially, exc...) but it is my own distribution.
Thanks, Chiara

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Have a look at http://en.wikipedia.org/wiki/Random_number_generation#Generation_from_a_probability_distribution and give the implementation a try. Post back here if you have trouble.

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on 29 Mar 2011

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