So am I right in thinking that this is something that should be fixed by fixing the random() method of the transformed RV?
I assume right now we just pass the call to random through to a TransformedRV's distribution, which is the un-transformed distribution. Is that correct?
Actually, I just looked and it looks like the TruncatedNormal, at least, has a special random() method that looks like it will do the right thing (at least it consults the upper and lower properties). So maybe at least some of the transformed RVs work?