Libra wrote:
> Hello,
> 
> I would extract some numbers according to a given probability 
> distribution (at least, Normal, Exponential, Poisson and Bernoulli).
> 
> Do you know if a similar library already exists in Ruby? I only found 
> pseudo-random number generator.
> 
> TIA
> 
> Libra
R is great! maybe too great for your requirements
rb-gsl is easy

for example this will print you a nice gauss-shape graph
from rb-gsl-1.8.3/samples/histogram/gauss.rb
> #!/usr/bin/env ruby
> require("gsl")
> 
> N = 10000
> MAX = 8
> rng = Rng.alloc(2)
> 
> data = Ran.gaussian(rng, 1.5, N) + 2
> h = GSL::Histogram.alloc(100, [-MAX, MAX])
> h.increment(data)
> 
> sigma, mean, height, = h.fit_gaussian
> 
> x = GSL::Vector.linspace(-MAX, MAX, 100)
> y = height*Ran::gaussian_pdf(x-mean, sigma)
> GSL::graph(h, [x, y], "-T X -C -g 3")

NICE!

cauchy exponential power poisson etc. also available
ruby - making maths easy