Everyone has interesting expectations for random numbers -- apparently, you expect random numbers to be unique! If you use any good random number generator, your random numbers will never be guaranteed to be unique.
To make this most obvious, if you wanted to generate random numbers in the range [1, 2], and you were to generate two numbers, you would (normally expect to) get one of the following four possibilities with equal probability:
1, 2
2, 1
1, 1
2, 2
It does not make sense to ask a good random number generator to generate the first two, but not the last two.
Now, take a second to think what to expect if you asked to generate three numbers in the same range... 1, 2, then what??
Uniqueness, therefore, is not, and will not be a property of a random number generator.
Your specific problem may require uniqueness, though. In this case, you need to do some additional work to ensure uniqueness.
One way is to keep a tab on which numbers are already picked. You can keep them in a set, and re-pick if you get one you got earlier. However, this is effective only if you pick a small set of numbers compared to your range; if you pick most of the range, the end of the process gets ineffective.
If the number count you are going to pick corresponds to most of the range, then using an array of the range, and the using a good shuffling algorithm to shuffle the numbers around is a better solution. (The Fisher-Yates shuffle should do the trick.)
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