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From "OlgaK (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (RNG-37) Ziggurat algorithm
Date Mon, 11 Dec 2017 05:37:00 GMT

    [ https://issues.apache.org/jira/browse/RNG-37?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16285525#comment-16285525
] 

OlgaK commented on RNG-37:
--------------------------

Hi [~erans],
yes, you're right for higher (64 bits) precision the tail (low probability values) needs to
be adjusted. All parameters values has been taken from the paper and are for 32 bits. But
from the top of my head I can't say how to make the adjustment.   

> Ziggurat algorithm
> ------------------
>
>                 Key: RNG-37
>                 URL: https://issues.apache.org/jira/browse/RNG-37
>             Project: Commons RNG
>          Issue Type: Wish
>            Reporter: Gilles
>            Priority: Minor
>
> Fast algorithm for sampling a Gaussian distribution: https://en.wikipedia.org/wiki/Ziggurat_algorithm



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