This C++ library is intended for generating streams of random numbers from a variety of distributions. The aim is to provide reasonably efficient methods for generating random numbers from the standard distributions. And also to provide an easy way for users to build generators for other continuous and discrete distributions.
Distributions directly supported are uniform, normal, chi-squared, exponential, gamma, Cauchy, Pareto, Poisson, binomial, negative binomial.
For further details see the documentation (long - this is also included with the library).