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

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