US Patent 10067746 Approximate random number generator by empirical cumulative distribution function

The disclosure relates to technology for generating random numbers that are distributed by the population distribution. An empirical cumulative distribution function is constructed from random samples of the population, and a first random number is generated that is uniformly distributed over a first interval. A second interval in the empirical cumulative distribution function is found such that a range of values of the second interval cover the first random number. A second random number is then generated as an approximation to the random number drawn from the population, where the second random number is employed as part of a testing process.