For those needing more detail on generating numbers from a specific distribution there is Knuth's The Art of Computer Programming, Vol. 2 Seminumerical Algorith

For those needing more detail on generating numbers from a specific distribution there is Knuth's The Art of Computer Programming, Vol. 2 Seminumerical Algorithms, see section 3.4 Other types of random quantities. Special treatment is given for many distributions: normal, exponential, gamma, chi-squared, f-distribution, binomial, Poisson, along with discussion of general methods. Although there have been more recent advances in the generation of high-quality, high-speed generation of uniformly distributed random numbers, Knuth covers a whole range of issues related to pseudorandom number generation.