Otmar Ertl created MATH-1220:
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Summary: More efficient sample() method for ZipfDistribution
Key: MATH-1220
URL: https://issues.apache.org/jira/browse/MATH-1220
Project: Commons Math
Issue Type: Improvement
Reporter: Otmar Ertl
Currently, sampling from a ZipfDistribution is very inefficient. Random values
are generated by inverting the CDF. However, the current implementation uses
O(N) power function evaluations to calculate the CDF for some point. (Here N is
the number of points of the Zipf distribution.) I propose to use rejection
sampling instead, which allows the generation of a single random value in
constant time.
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