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From "OlgaK (JIRA)" <j...@apache.org>
Subject [jira] [Issue Comment Deleted] (RNG-37) Ziggurat algorithm
Date Mon, 18 Dec 2017 02:31:00 GMT

     [ https://issues.apache.org/jira/browse/RNG-37?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

OlgaK updated RNG-37:
---------------------
    Comment: was deleted

(was: 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
>             Fix For: 1.1
>
>         Attachments: ziggurat.buggy.png
>
>
> Fast algorithm for sampling a Gaussian distribution: https://en.wikipedia.org/wiki/Ziggurat_algorithm



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