[jira] [Created] (RNG-37) Ziggurat algorithm

[Gilles (JIRA)]

Gilles created RNG-37:
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             Summary: Ziggurat algorithm
                 Key: RNG-37
                 URL: https://issues.apache.org/jira/browse/RNG-37
             Project: Commons RNG
          Issue Type: Wish
            Reporter: Gilles
            Priority: Minor


Fast algorithm for sampling a Gaussian distribution: 
https://en.wikipedia.org/wiki/Ziggurat_algorithm



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