Why would you write your own Random Number Generator? [on hold]

I've read a lot of guides on how to write your own random number generator, so I'm interested in the reasons why you would write your own since most languages already provide functions for generating random numbers:

Like C++

    srand(time(NULL));
    rand();

C#

    Random rand = new Random();
    rand.Next(100);

and Java

    Random rand = new Random();
    rand.nextInt(0, 100);

I'm mainly looking for advantages to using your own.