The starting point is always the uniform distribution $$ \begin{equation*} p(x)dx=\left\{\begin{array}{cc} dx & 0 \le x \le 1\\ 0 & else\end{array}\right. \end{equation*} $$ with \( p(x)=1 \) and satisfying $$ \begin{equation*} \int_{-\infty}^{\infty}p(x)dx=1. \end{equation*} $$ All random number generators use the uniform distribution to generate numbers \( x\in [0,1] \).