Based on Julia code by John D. Cook.
function rand () Alias to random()
function randuniform (a, b) return a uniform random sample from the interval (a, b)
function randnormal (mean, stdev) return a random sample from a normal (Gaussian) distribution
function randexponential (mean) return a random sample from an exponential distribution
function randgamma (shape, scale) return a random sample from a gamma distribution
function randchisquare(dof) return a random sample from a chi square distribution with the specified degrees of freedom
function randinversegamma(shape, scale) return a random sample from an inverse gamma random variable
function randweibull(shape, scale) return a sample from a Weibull distribution
function randcauchy(median, scale) return a random sample from a Cauchy distribution
function randstudentt(dof) return a random sample from a Student t distribution
function randlaplace(mean, scale) return a random sample from a Laplace distribution The Laplace distribution is also known as the double exponential distribution.
function randlognormal(mu, sigma) return a random sample from a log-normal distribution
function randbeta(a, b) return a random sample from a beta distribution
function randmatrix (n:index,m:index,f:string) Apply the random generator to generate a matrix.