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From "Otmar Ertl (JIRA)" <>
Subject [jira] [Updated] (MATH-1220) More efficient sample() method for ZipfDistribution
Date Sat, 23 May 2015 13:14:17 GMT


Otmar Ertl updated MATH-1220:
    Attachment: Zipf Rejection Inversion Sampling Notes.pdf

I attached my notes that should make it clearer how the original algorithm was transformed.

> More efficient sample() method for ZipfDistribution
> ---------------------------------------------------
>                 Key: MATH-1220
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Otmar Ertl
>             Fix For: 4.0, 3.6
>         Attachments: Zipf Rejection Inversion Sampling Notes.pdf, patch_v1, patch_v2
> Currently, sampling from a ZipfDistribution is very inefficient. Random values are generated
by inverting the CDF. However, the current implementation uses O(N) power function evaluations
to calculate the CDF for some point. (Here N is the number of points of the Zipf distribution.)
I propose to use rejection sampling instead, which allows the generation of a single random
value in constant time.

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