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https://issues.apache.org/jira/browse/RNG-159?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17395650#comment-17395650
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Alex Herbert commented on RNG-159:
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Convex sampling has been correct in commit:
2a6a5b2aaf8546fc14c29dd8dfb24ce23cc988ff
Sampling at the edge of the ziggurat involves creating a point (x,y) within a
rectangle and testing if the point y is below the curve of the PDF(x); if not
then the process repeats. The original algorithm could repeat the process by
only generating a new y value (and reusing x). This leads to uneven sampling of
points within the rectangle.
> 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
> Priority: Blocker
> 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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