Alex Herbert created RNG-159:
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Summary: ZigguratSampler.NormalizedGaussian has incorrect Gaussian
output
Key: RNG-159
URL: https://issues.apache.org/jira/browse/RNG-159
Project: Commons RNG
Issue Type: Bug
Components: sampling
Affects Versions: 1.4
Reporter: Alex Herbert
Fix For: 1.4
Attachments: pdf.gauss.modified.ziggurat.txt.png,
pdf.gauss.ziggurat.txt.png
The new ZigguratSampler.NormalizedGaussian does not produce suitable output
from the examples sampling application:
!pdf.gauss.modified.ziggurat.txt.png!
Compare with the current ZigguratNormalizedGaussianSampler:
!pdf.gauss.ziggurat.txt.png!
This is is repeatable with several different RNG implementations.
This issue was not detected with the current test suite in the sampling module
which uses the deciles of the distribution. The deciles may be too coarse
grained to detect a problem around the distribution mean.
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