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Say I am not allowed to use built-in PoissonDistribution, which means I should generate 100 random numbers first, and then with these 100 random numbers to generate 100 random variates from Poisson with rate 2, how to use inverse transform method?

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    $\begingroup$ Read this: en.wikipedia.org/wiki/… . You say how to use inverse transform method? but this requires the PoissonDistribution's CDF. $\endgroup$ – flinty Oct 7 at 13:13
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    $\begingroup$ ^ directly applying inverse-transform-sampling will be awkward because you'll have to find an inverse for GammaRegularized[1 + Floor[x], λ]. However, see the method algorithm poisson random number (Junhao, based on Knuth) at the bottom of that article. $\endgroup$ – flinty Oct 7 at 13:26
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Directly translating the Wikipedia article linked in the comments:

poissonRandomNumber[λ_] := 
 Module[{L = Exp[-λ], k = 0, p = 1, u},
  While[p > L,
   ++k;
   p = p*RandomReal[];
   ];
  Return[k - 1]]

Histogram[Table[poissonRandomNumber[10], 20000]]

poisson histogram

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