Generate random numbers with a given distribution

This is related to generating random numbers from arbitrary distributions.  Basically, inverse of an uniform random number can be used.

From: http://www.ece.virginia.edu/mv/edu/prob/stat/random-number-generation.pdf


See also
http://epub.ub.uni-muenchen.de/1716/1/paper_338.pdf

What is the inverse function of Gompertz and Weibull distribution?