i need a library with functions for generating random number, given average, standard deviation and using one of three distribution - exponential, normal or unified.
<May I recommend the GNU Scientific Library either for use or for inspiration? It has several Random Number Distributions and is designed to be used from C and C++.
uniform:
Generate a random number in the range [0,1] with uniform distribution:
double X=((double)rand()/(double)RAND_MAX);
Exponentional
generating an exponentional random variable with parameter lambda:
-ln(U)/lambda (where U~Uniform[0,1]).
normal:
the simplest way [though time consuming] is using the central limit theorem, [sum enough uniformly distributed numbers] but there are other methods in the wikipedia page such as the box muller transform that generates 2 independent random variables: X,Y~N(0,1)
X=sqrt(-2ln(U))*cos(2*pi*V)
Y=sqrt(-2ln(U))*sin(2*pi*V)
where U,V~UNIFORM[0,1]
transforming from X~N(0,1) to Z~N(m,s^2) is simple: Z = s*X + m
Though you CAN generate these random numbers, I stand by @Amigable Clark Kant suggestion to use an existing library.