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I want a random number, between 0 and 1 (for the purposes, this is JavaScript, but that shouldn't matter so much). But I don't just want a uniform distribution of numbers, I want something skewed ...
The author presents a generalization he worked out in 1950 of von Neumann's method of generating random samples from the exponential distribution by comparisons of uniform random numbers on $(0, 1)$.
Cryptography, too, relies heavily on random numbers for the generation of unbreakable keys. Better, cheaper ways of generating and handling such numbers are therefore always welcome.