cl-variates
This system is no longer being maintained (at least not by Gary King).

CL-Variates is a set of platform independent Common Lisp utilities for mucking with random number generation.

Its home page is at http://common-lisp.net/project/cl-variates and that is probably much more up to date.

ASDF-install package (obsolete) http://common-lisp.net/project/cl-variates/cl-variates_latest.tar.gz

CL-Variates is one of Gary King's Common Lisp packages. Blame him!