Continuous Distribution Sampler

ContinuousDistributionSampler.kt

import java.util.concurrent.ThreadLocalRandom
import kotlin.math.pow

fun pdf(x: Double) = 2 * x // y = 2x from 0 to 1 is probability distribution function
fun cdf(x: Double) = x.pow(2) // CDF plots area under PDF curve https://www.wolframalpha.com/input/?i=integral+2x
fun reverseCdf(a: Double) = a.pow(.5) // Reverse CDF to sample the area and the resuling x

fun main() {

    (1..1000).asSequence()
            .map { reverseCdf(ThreadLocalRandom.current().nextDouble(0.0,1.0)) }
            .map { it to pdf(it) }
            .forEach {
                println("${it.first},${it.second}")
            }
}