Looking for an algorithm to spit out a sequence of numbers in a (pseudo) random order

Question

Suppose I have a sequence of numbers: {n, n+1, n+2, ... n + m}

Without storing the numbers ahead of time I want to create a function f(), which given the sequence {1,2,3

Answer 1

add the initial values to a list.
then, use a random number to pick a new index value in the range of the list's current size.
use that index to select and then remove the number from the list.

as somebody already pointed out, this is similar to having a deck of cards, and then randomly removing one card at a time.