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Updated Lib rand (markdown)
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@@ -29,7 +29,7 @@ Generating random numbers, and sampling from random distributions.
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- "The Mersenne twister is the default random number generator for Python,[7][8] Ruby,[9] R,[10] PHP,[11] MATLAB and also available in C++[12] since C++11."
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- "The algorithm in its native form is not suitable for cryptography"
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- [SIMD-oriented Fast Mersenne Twister (SFMT)](http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/)
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- dSFMT is used by Julia
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- dSFMT is used by Julia, and possibly Erlang
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2. Technique: Testing quality of random numbers
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- Very important! Extremely hard to tell if random numbers are "random enough" (a bug in an implementation, or a bad algorithm, can produce numbers that look random but aren't random enough for many purposes).
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- [Overview wikipedia article](http://en.wikipedia.org/wiki/Randomness_test)
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@@ -68,9 +68,22 @@ Generating random numbers, and sampling from random distributions.
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4. Library: [GSL](https://www.gnu.org/software/gsl/manual/html_node/)
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- https://www.gnu.org/software/gsl/manual/html_node/Random-Number-Generation.html
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- https://www.gnu.org/software/gsl/manual/html_node/Random-Number-Distributions.html
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5. Library: Numpy/Scipy
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- http://docs.scipy.org/doc/numpy/reference/routines.random.html
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- http://docs.scipy.org/doc/scipy/reference/stats.html
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### Summary of research from other languages:
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#### Structures and functions commonly appearing
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##### Distributions:
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Very common/important:
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- Normal
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- Exponential
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- Uniform (discrete and continuous)
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- Gamma (many distributions are special cases/functions of this, e.g. Chi^2, F, t, beta, even uniform.)
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#### Variations on implementation seen
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#### Pitfalls and hazards associated with each variant
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#### Relationship to other libraries and/or abstract interfaces
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