\[ \newcommand{\Exg}{\operatorname{\mathbb{E}}} \newcommand{\Ex}{\mathbb{E}} \newcommand{\Ind}{\mathbb{I}} \newcommand{\Var}{\operatorname{Var}} \newcommand{\Cov}{\operatorname{Cov}} \newcommand{\Corr}{\operatorname{Corr}} \newcommand{\ee}{\mathrm{e}} \]
10 Generating random numbers
Summary:
Random number generation has two problems: how to generate uniform random numbers between 0 and 1, and who to convert these to your desired distribution.
Uniform random numbers can be generated from true physical randomness or using a pseudorandom number generator on a computer.
Linear congruential generators are a type of pseudorandom number generator.
Read more: Voss, An Introduction to Statistical Computing, introduction to Chapter 1, introduction to Section 1.1, and Subsection 1.1.3.