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14.6 Pseudorandom number generators
For most of the probability functions, there is a matching
pseudorandom number generator (PRNG) with the suffix _rng
. For
example, the function normal_rng(real, real)
accepts two real
arguments, an unconstrained location \(\mu\) and positive scale \(\sigma > 0\), and returns an unconstrained pseudorandom value drawn from
\(\text{Normal}(\mu,\sigma)\). There are also vectorized forms of
random number generators which return more than one random variate at
a time.