This is a collection of ideas and code concerning probability distributions and code to produce samples of various distributions.
More here.

Discrete uniform distribution over some finite set

Same probability for each element of some finite set.

Lite arrays
Bit string fuzzy logic
Permutations of n things: OCaml and C
RNG streams (RC4) in Scheme
Based on SHA
Wandering about undirected graphs
RC4 generator and Scheme wrapping
Bloom anecdote
Bayesian tutorial

Uniform Continuous Distributions

Constant probability of subsets under symmetry transformations.

Random Orthogonal Matrices: O(n):
Normal Deviate: sample mean ranks among samples and C
Connection to measure theory (with pointers)
Sn
n dimensional ball
Lambertian distribution
RND, Random orthog in C
Arithmetic coding etc.
Brownian Oracle
Scheme RND (repository)
Scheme RND
Simplex ; Bad Simplex idea
Hyper distributions