A couple of observations: ... The default random generator takes a while to instantiate. ... Many functions of these distributions don't require a random generator. Generally speaking only sampling requires it.
So, why force the default constructor to initialize with a new random generator. Why not instead: ... use a global one ... a simpler default generator? ... Or do away with random generator except for sampling? This issue was observed with the TDistribution class , but it is probably applicable to many classes as well. Cheers, Ajo