title: Random numbers from binomial distribution
body: <p>I need to generate quickly lots of random numbers from binomial distributions for dramatically different trial sizes (most, however, will be small). I was hoping not to have to code an algorithm by hand (see, e.g., <a href="https://stackoverflow.com/questions/1728736/c-numerical-algorithm-to-generate-numbers-from-binomial-distribution">this related discussion from November</a>), because I'm a novice programmer and don't like reinventing wheels. It appears Boost does not supply a generator for binomially distributed variates, but <a href="http://www.johndcook.com/cpp_TR1_random.html#binomial" rel="nofollow noreferrer">TR1</a> and <a href="http://www.gnu.org/software/gsl/manual/html_node/The-Binomial-Distribution.html" rel="nofollow noreferrer">GSL</a> do. Is there a good reason to choose one over the other, or is it better that I write something customized to my situation? I don't know if this makes sense, but I'll alternate between generating numbers from uniform distributions and binomial distributions throughout the program, and I'd like for them to share the same seed and to minimize overhead. I'd love some advice or examples for what I should be considering. </p>