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.)
