Random number generation in C++

C++ TR1 has code for generting random samples from normal, exponential, gamma, and Poisson distributions directly. Random number generation using C++ TR1 explains how to use this built-in functionality and now to bootstrap the built-in functions to generate samples from Cauchy, Student-t, Snedecor-F, and Weibull distributions.

However, if for some reason you cannot use TR1 and need stand-alone random number generation code in C++, you may use the class SimpleRNG. The source files are here: SimpleRNG.h, SimpleRNG.cpp.

The C++ implementation of SimpleRNG is based on the C# class by the same name explained in the article Simple Random Number Generation.

SimpleRNG can be used to generate random unsigned integers and double values with several statistical distributions:

Beta
Cauchy
Chi square
Exponential
Gamma
Inverse gamma
Laplace (double exponential)
Log normal
Normal
Student t
Uniform
Weibull