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
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