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The Apache Commons RNG Sampling module provides samplers for various distributions.

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

/**
 * This package contains classes for sampling from statistical distributions.
 *
 * As of version 1.0, the code for specific distributions was adapted from
 * the corresponding classes in the development version of "Commons Math" (in
 * package {@code org.apache.commons.math4.distribution}).
 * 
 * 
 * When no specific algorithm is provided, one can still sample from any
 * distribution, using the inverse method, as illustrated in:
 * 
 * 
 *  {@link org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler InverseTransformDiscreteSampler}
 *  {@link org.apache.commons.rng.sampling.distribution.InverseTransformContinuousSampler InverseTransformContinuousSampler}
 * 
 *
 * 
 * Algorithms are described in e.g. Luc Devroye (1986), chapter 9
 * and chapter 10.
 * This paper discusses Gaussian generators.
 * 
 */

package org.apache.commons.rng.sampling.distribution;