[Haskell-cafe] module for probability distributions

[Henning Thielemann]

On Thu, 16 Feb 2006, Matthias Fischmann wrote:

> I wrote a module for sampling arbitrary probability distribution, so
> far including normal (gaussian) and uniform.
>
>   http://www.wiwi.hu-berlin.de/~fis/code/
>
> For those who need something like this: feel free to take it, it's BSD.
> For those who feel like growing their karma:
>
>  - There are a few questions in the code (marked with 'XXX').
>
>  - There are probably far better way to do this.  I am eager to
>    learn.
>
>  - There is probably a better implementation out there already.
>    Please point me to it.

In HaskellDSP there are some routines for generating random numbers with 
specific distributions:
  http://haskelldsp.sourceforge.net/doc/index.html

e.g.
  http://haskelldsp.sourceforge.net/doc/Numeric.Random.Distribution.Gamma.html