Statistical Library

[kjohansen]

Are there any good C++ statistical libraries out there? I am primarily looking for something that can generate random numbers from lots of different distributions like exp,t,gamma,beta, inverse chi sq, etc...

I also need to run this on a cluster which I have no admin control over so nothing can need to be installed.

thanks.

[cyfur01]

Tried the GNU Scientific Library? (http://www.gnu.org/software/gsl/)