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I need to generate a hyperexponential distribution for my project. I have already implemented a poisson generating algorithm given by Donald Knuth, but I couldn't find an algorithm for generating a hyper exponential random variable.

I am provided with the mean and variance required of the distribution and I need an algorithm which can generate a random variable from this distribution when I execute it.

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Could you explain more about the distribution of numbers? –  MichaelT Jun 17 '13 at 12:56
    
I am assuming that you are unfamiliar with hyperexponential distribution. For info on this, refer to en.wikipedia.org/wiki/Hyperexponential_distribution –  Anirudh Vemula Jun 18 '13 at 4:21

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