[jira] [Commented] (RNG-151) Modified Ziggurat algorithm for normal and exponential sampling

[Gilles Sadowski (Jira)]

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https://issues.apache.org/jira/browse/RNG-151?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17376107#comment-17376107
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Gilles Sadowski commented on RNG-151:
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{quote}[...] make it clear that it is using the modified ziggurat method as 
opposed to the original ziggurat method.
{quote}
The distinction and lineage can be made clear in the Javadoc.
{quote}[...] already drop[ped] [...] Normalized [...] from the Gaussian inner 
class.
{quote}
I suppose that a factory will generate any Gaussian distribution sampler, among 
which N(0,1) will be a special case (?).

> Modified Ziggurat algorithm for normal and exponential sampling
> ---------------------------------------------------------------
>
>                 Key: RNG-151
>                 URL: https://issues.apache.org/jira/browse/RNG-151
>             Project: Commons RNG
>          Issue Type: Improvement
>          Components: sampling
>    Affects Versions: 1.3
>            Reporter: Alex Herbert
>            Priority: Major
>          Time Spent: 20m
>  Remaining Estimate: 0h
>
> The following paper describes a modification of the ziggurat method for 
> sampling normal and exponential deviates:
> {noformat}
> McFarland, C.D. (2016)
> "A modified ziggurat algorithm for generating exponentially and normally 
> distributed pseudorandom numbers".
> Journal of Statistical Computation and Simulation 86, 1281-1294.
> {noformat}
> [McFarland (2016) JSCS 86, 
> 1281-294|https://www.tandfonline.com/doi/abs/10.1080/00949655.2015.1060234]
> Note: This method is the one that has been chosen as the default 
> implementation for the java.util.random.RandomGenerator nextGaussian and 
> nextExponential methods to be added in JDK 17.
> The method should be investigated in comparison to the current ziggurat 
> method of Marsaglia used in ZigguratNormalizedGaussianSampler and 
> ZigguratExponentialSampler.
>  



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