I stumbled across a great .Net class library and article posted on codeproject.com: .NET random number generators and distributions. It's a library that allows you to generate random numbers based on well-known statistical distributions:

//EXAMPLE
//Generate a random number based on a 
//normal distribution centered
//around 50 with a standard deviation of 7...
NormalDistribution normal = new NormalDistribution();
normal.Mu = 50;
normal.Sigma = 7;
double nextValue = normal.NextDouble();

Piece of cake to use, and from what I've seen it performs well. The code author supplies a test/demo app which gives an indication of how well it performs - not to mention demonstrating all of the distributions it can handle.

tags: