On Tuesday, 23 August 2016 at 12:12:30 UTC, Seb wrote:
On Tuesday, 23 August 2016 at 11:58:53 UTC, tn wrote:
On Monday, 22 August 2016 at 15:34:47 UTC, Seb wrote:
http://blog.mir.dlang.io/random/2016/08/22/transformed-density-rejection-sampling.html


What are the columns "mu time" and "sigma^2 time" of the benchmark table in the Sampling subsection?

In statistics mu is often used to describe the average, sigma the standard deviation and sigma^2 the variance. It was absolutely unnecessary to use this notation here (especially because standard deviation, not variance was measured). I fixed that and also added how many samples were generated per run (10M), thanks!

Thanks for the clarification and the fix.

(I am familiar with the usage of mu and sigma, but somehow I first thought that the columns corresponded to two different measurements. After the initial confusion I realized the correct meaning, but still wasn't sure about it due to contradiction between the name of the column (sigma^2, not sigma) and the values (ms, not ms^2 or something). So I thought that it would be better to ask.)

Another question: You mention that statistical quality is important, but it is not clear if flex has better or worse quality than Box-Muller and Ziggurat in the case of sampling from normal distribution. Or is the difference negligible? (I realize that the real strength of flex is its versatility.)

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