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The following program demonstrates the use of a random number generator to produce variates from a distribution. It prints 10 samples from the Poisson distribution with a mean of 3.
#include <stdio.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
int
main (void)
{
  const gsl_rng_type * T;
  gsl_rng * r;
  int i, n = 10;
  double mu = 3.0;
  /* create a generator chosen by the 
     environment variable GSL_RNG_TYPE */
  gsl_rng_env_setup();
  T = gsl_rng_default;
  r = gsl_rng_alloc (T);
  /* print n random variates chosen from 
     the poisson distribution with mean 
     parameter mu */
  for (i = 0; i < n; i++) 
    {
      unsigned int k = gsl_ran_poisson (r, mu);
      printf (" %u", k);
    }
  printf ("\n");
  gsl_rng_free (r);
  return 0;
}
If the library and header files are installed under /usr/local (the default location) then the program can be compiled with these options,
$ gcc -Wall demo.c -lgsl -lgslcblas -lm
Here is the output of the program,
$ ./a.out
2 5 5 2 1 0 3 4 1 1
The variates depend on the seed used by the generator.  The seed for the
default generator type gsl_rng_default can be changed with the
GSL_RNG_SEED environment variable to produce a different stream
of variates,
$ GSL_RNG_SEED=123 ./a.out
4 5 6 3 3 1 4 2 5 5
The following program generates a random walk in two dimensions.
#include <stdio.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
int
main (void)
{
  int i;
  double x = 0, y = 0, dx, dy;
  const gsl_rng_type * T;
  gsl_rng * r;
  gsl_rng_env_setup();
  T = gsl_rng_default;
  r = gsl_rng_alloc (T);
  printf ("%g %g\n", x, y);
  for (i = 0; i < 10; i++)
    {
      gsl_ran_dir_2d (r, &dx, &dy);
      x += dx; y += dy; 
      printf ("%g %g\n", x, y);
    }
  gsl_rng_free (r);
  return 0;
}
Here is some output from the program, four 10-step random walks from the origin,
The following program computes the upper and lower cumulative distribution functions for the standard normal distribution at x=2.
#include <stdio.h>
#include <gsl/gsl_cdf.h>
int
main (void)
{
  double P, Q;
  double x = 2.0;
  P = gsl_cdf_ugaussian_P (x);
  printf ("prob(x < %f) = %f\n", x, P);
  Q = gsl_cdf_ugaussian_Q (x);
  printf ("prob(x > %f) = %f\n", x, Q);
  x = gsl_cdf_ugaussian_Pinv (P);
  printf ("Pinv(%f) = %f\n", P, x);
  x = gsl_cdf_ugaussian_Qinv (Q);
  printf ("Qinv(%f) = %f\n", Q, x);
  return 0;
}
Here is the output of the program,
prob(x < 2.000000) = 0.977250 prob(x > 2.000000) = 0.022750 Pinv(0.977250) = 2.000000 Qinv(0.022750) = 2.000000