A good library for generating synthetic data set

I'm working on generating synthetic data set for an algorithm these days. The generation model changes a lot, including the distributions we select. To implement a distribution efficiently and accurately is not that easy. The synthetic data generation code was originally maintained in ruby. However, in my limited knowledge, there were few random number distribution codes available in ruby. Recently I found the Colt lib, which provides a set of Open Source Libraries for High Performance Scientific and Technical Computing in Java, as they declare in the introduction. This library is supported by CERN - European Organization for Nuclear Research. Pretty handy.