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Posted to issues@commons.apache.org by "Gilles Sadowski (Jira)" <ji...@apache.org> on 2021/06/24 15:16:00 UTC

[jira] [Commented] (RNG-146) GaussianSampler should not allow infinite standard deviation

    [ https://issues.apache.org/jira/browse/RNG-146?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17368923#comment-17368923 ] 

Gilles Sadowski commented on RNG-146:
-------------------------------------

bq. A fix is to require the standard deviation is finite.

It won't be enough in order to ensure that the resulting distribution is Gaussian...


> GaussianSampler should not allow infinite standard deviation
> ------------------------------------------------------------
>
>                 Key: RNG-146
>                 URL: https://issues.apache.org/jira/browse/RNG-146
>             Project: Commons RNG
>          Issue Type: Bug
>          Components: sampling
>    Affects Versions: 1.3
>            Reporter: Alex Herbert
>            Priority: Trivial
>
> The GaussianSampler requires the standard deviation is strictly positive. It allows an infinite value. This will produce a NaN output if the NormalizedGaussianSampler returns 0:
> {code:java}
> @Test
> public void testInfiniteStdDev() {
>     NormalizedGaussianSampler gauss = new NormalizedGaussianSampler() {
>         @Override
>         public double sample() {
>             return 0;
>         }
>     };
>     GaussianSampler s = new GaussianSampler(gauss, 0, Double.POSITIVE_INFINITY);
>     Assert.assertEquals(Double.NaN, s.sample(), 0.0);
> }
> {code}
> A fix is to require the standard deviation is finite.



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