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https://issues.apache.org/jira/browse/MATH-597?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Mikkel Meyer Andersen updated MATH-597:
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Attachment: MATH597-1.patch
Implementation of the method described in
Ahrens, J. H. and Dieter, U. (1972). Computer methods for sampling from the
exponential and normal distributions. Communications of the ACM, 15, 873-882.
> Improvement of sampling random exponential variables
> ----------------------------------------------------
>
> Key: MATH-597
> URL: https://issues.apache.org/jira/browse/MATH-597
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Mikkel Meyer Andersen
> Assignee: Mikkel Meyer Andersen
> Priority: Minor
> Labels: Exponential, Random
> Fix For: 2.2, 3.0
>
> Attachments: MATH597-1.patch
>
> Original Estimate: 4m
> Remaining Estimate: 4m
>
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