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https://issues.apache.org/jira/browse/RNG-37?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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OlgaK updated RNG-37:
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Comment: was deleted
(was: Hi [~erans],
yes, you're right for higher (64 bits) precision the tail (low probability
values) needs to be adjusted. All parameters values has been taken from the
paper and are for 32 bits. But from the top of my head I can't say how to make
the adjustment. )
> Ziggurat algorithm
> ------------------
>
> Key: RNG-37
> URL: https://issues.apache.org/jira/browse/RNG-37
> Project: Commons RNG
> Issue Type: Wish
> Reporter: Gilles
> Priority: Minor
> Fix For: 1.1
>
> Attachments: ziggurat.buggy.png
>
>
> Fast algorithm for sampling a Gaussian distribution:
> https://en.wikipedia.org/wiki/Ziggurat_algorithm
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