Java 7+

In Java 1.7 or later, the standard way to do this (generate a basic non-cryptographically secure random integer in the range [min, max]) is as follows:

import java.util.concurrent.ThreadLocalRandom;

// nextInt is normally exclusive of the top value,
// so add 1 to make it inclusive
int randomNum = ThreadLocalRandom.current().nextInt(min, max + 1);

See the relevant JavaDoc. This approach has the advantage of not needing to explicitly initialize a java.util.Random instance, which can be a source of confusion and error if used inappropriately.

However, conversely with ThreadLocalRandom there is no way to explicitly set the seed so it can be difficult to reproduce results in situations where that is useful such as testing or saving game states or similar.

Java 17+

As of Java 17, the psuedorandom number generating classes in the standard library implement the RandomGenerator interface. See the linked JavaDoc for more information. For example, if a cryptographically strong random number generator is desired, the SecureRandom class can be used.

Earlier Java

Before Java 1.7, the standard way to do this is as follows:

import java.util.Random;

/**
 * Returns a pseudo-random number between min and max, inclusive.
 * The difference between min and max can be at most
 * <code>Integer.MAX_VALUE - 1</code>.
 *
 * @param min Minimum value
 * @param max Maximum value.  Must be greater than min.
 * @return Integer between min and max, inclusive.
 * @see java.util.Random#nextInt(int)
 */
public static int randInt(int min, int max) {

    // NOTE: This will (intentionally) not run as written so that folks
    // copy-pasting have to think about how to initialize their
    // Random instance.  Initialization of the Random instance is outside
    // the main scope of the question, but some decent options are to have
    // a field that is initialized once and then re-used as needed or to
    // use ThreadLocalRandom (if using at least Java 1.7).
    // 
    // In particular, do NOT do 'Random rand = new Random()' here or you
    // will get not very good / not very random results.
    Random rand;

    // nextInt is normally exclusive of the top value,
    // so add 1 to make it inclusive
    int randomNum = rand.nextInt((max - min) + 1) + min;

    return randomNum;
}

See the relevant JavaDoc. In practice, the java.util.Random class is often preferable to java.lang.Math.random().

In particular, there is no need to reinvent the random integer generation wheel when there is a straightforward API within the standard library to accomplish the task.