Julia is a powerful/efficient/high-level computer programming language. You can get into interacting mode right-away with:
julia
You may need to install packages, which can be done as follows:
import Pkg; Pkg.add("Distributions")
Once this is done (once for ever on a given machine), you can then be:
using Distributions
Let us generate ten thousands random points following a squared-uniform probability distribution, $X^2$.
lst=[rand()^2 for i=1:10^5]