[SciPy-user] Generate random samples from a non-standard distribution

[Manu Hack]

Hi,

I've been goolging around but not sure how to generate random samples
given the density function of a random variable.  I was looking around
something like scipy.stats.rv_continuous but couldn't find anything
useful.

Also, if one wants to do Markov Chain Monte Carlo, is scipy possible
and if not, what should be a workaround (if still want to do in
Python).  I heard something like openbugs but seems that debian
doesn't have a package.

Any input is appreciated.  Thanks!

Manu