DOC: Update link to Python stdlib random.

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numpy/random/_generator.pyx

@@ -169,9 +169,10 @@ cdef class Generator:
 
     Notes
     -----
-    The Python stdlib module `random` contains pseudo-random number generator
-    with a number of methods that are similar to the ones available in
-    `Generator`. It uses Mersenne Twister, and this bit generator can
+    The Python stdlib module :external+python:mod:`random` contains
+    pseudo-random number generator with a number of methods that are similar
+    to the ones available in `Generator`.
+    It uses Mersenne Twister, and this bit generator can
     be accessed using `MT19937`. `Generator`, besides being
     NumPy-aware, has the advantage that it provides a much larger number
     of probability distributions to choose from.