In this contribution we describe the concept of Automatic random variate generation where these methods are used to produce a single piece of code in a high level programming language. Using a web-based front-end to such a program this is an easy-to-use source for researchers and programmers for high quality generators for a large class of distributions. Using our UNURAN library we have implemented such a system, which is accessable at http://statistik.wu-wien.ac.at/anuran.
Mathematics Subject Classification: 65C10 (Random Number Generation)
CR Categories and Subject Descriptors: G.3 [Probability and Statistics]: Random number generation
General Terms: Algorithms
Key Words: nonuniform random variate generation, universal algorithm, automatic code generator, transformed density rejection, continuous distribution