The random-fu package
Random number generation based on modeling random variables in two complementary ways: first, by the parameters of standard mathematical distributions and, second, by an abstract type (RVar) which can be composed and manipulated monadically and sampled in either monadic or "pure" styles.
The primary purpose of this library is to support defining and sampling a wide variety of high quality random variables. Quality is prioritized over speed, but performance is an important goal too.
In my testing, I have found it capable of speed comparable to other Haskell libraries, but still a fair bit slower than straight C implementations of the same algorithms.
Changes in 0.2.3.1: Should now build on GHC 7.6
Changes in 0.2.3.0: Added stretched exponential distribution, contributed by Ben Gamari.
Changes in 0.2.2.0: Bug fixes in Data.Random.Distribution.Categorical.
Changes in 0.2.1.1: Changed some one-field data types to newtypes, updated types for GHC 7.4's removal of Eq and Show from the context of Num, and added RVarT versions of random variables in Data.Random.List
Changes in 0.2.1.0: Exposed Categorical type (it had been hidden by accident a few version ago), gave it a Read instance, and dropped a no-longer-necessary Ord context from fromWeightedList. Thank you Antal Spector-Zabusky for catching these!