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> Does anybody know any ready codes for statistical functions in Lua, random generation, ...?

For random number generation using the uniform distribution Lua has a
built-in function math.random. See also math.randomseed.

Lua's math.random uses the random number generator provided by the C library.
Historically, this generator was not very good, but in recent C libraries,
e.g. the GNU C library, this generator is much better. If you need to
make sure you're using a better random number generator, try my lrandom
at which uses the
Mersenne Twister.