use non-global rng

[CarloLucibello]

I would like to have the opportunity to do something like this

d= Binomial(10,0.1)
rng = MersenneTwister(17)
rand(rng, d)

Is there any way to do something similar?

[simonbyrne]

Not yet: some distributions such as Binomial utilise the Rmath RNGs, which unfortunately are tied to global state. I'm hoping to fix this in the near future.

[zsunberg]

This would be extremely useful to us - we're developing a framework for decision making under uncertainty. We use a lot of distributions, but it is really convenient to be able to specify the rng, so using Distributions.jl doesn't work well for us yet. I hope that you can implement this soon - we would really like to enable more ease-of use and compatibility of code by using this!

[richardreeve]

@matbesancon I think this can be closed now.