Distribution of Random variables

1. Uniform random variate
2. Exponential random variate
3. Erlang random variate
4. Bernoulli random variate
5. Binomial random variate
6. Geometric random variate
7. Negative Binomial random variate
8. Normal random variate
Pseudorandom_number_generators
A linear congruential generator (LCG) is an algorithm that yields a sequence of pseudo-randomized numbers calculated with a discontinuous piecewise linear equation. The method represents one of the oldest and best-known pseudorandom number generator algorithms.

References:
https://en.wikipedia.org/wiki/Linear_congruential_generator
https://en.wikipedia.org/wiki/Inverse_transform_sampling
https://en.wikipedia.org/wiki/Box-Muller_transform