Stadlober's Random Variate Generators

Ernst Stadlober developed and implemented fast and accurate random variate generators for most of the important distributions, including at least the binomial, Poisson, negative binomial, hypergeometric, normal, gamma, beta, Student t and Cauchy distributions. The code of winrand 1.0/95 may be obtained by anonymous ftp. Just download the files install.txt (for installation under Windows, 2kb) and w_rand.exe (the compressed file, 1.1Mb).