boost::random for C++ has a bunch of classes for making random numbers with non-linear distributions: docs. You can get random numbers biased on a normal, triangle, or geometric distribution, for examples.
I can only find linear and normal distribution type random distribution modules on CPAN. If the geometric distribution equivalent exists, I don't understand how I'm supposed to find it. Does it exist? If not I guess I might write my first CPAN module.
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