Combine the water and rice in a saucepan - simmer, covered, until the rice is very soft, about 30 minutes.
Strain, reserve the water,and discard the rice or keep it for another use.
Add sugar to a saucepan with 1/2 cup of the rice water and cook over medium heat, stirring from time to time, to make a thin syrup.
Remove the pan from the heat and cool slightly, then gradually whisk the syrup into the egg yolks, beating vigorously.Pour the mixture into the saucepan and cook over very low heat, whisking or stirring constantly until the mixture is thick. Do not let it boil. When it is like a thick custard pour it into a dish and let cool.