You are viewing a plain text version of this content. The canonical link for it is here.

Posted to issues@commons.apache.org by "Alex Herbert (Jira)" <ji...@apache.org> on 2021/08/05 22:37:00 UTC

[jira] [Created] (RNG-159) ZigguratSampler.NormalizedGaussian has incorrect Gaussian output

Alex Herbert created RNG-159:
--------------------------------

             Summary: ZigguratSampler.NormalizedGaussian has incorrect Gaussian output
                 Key: RNG-159
                 URL: https://issues.apache.org/jira/browse/RNG-159
             Project: Commons RNG
          Issue Type: Bug
          Components: sampling
    Affects Versions: 1.4
            Reporter: Alex Herbert
             Fix For: 1.4
         Attachments: pdf.gauss.modified.ziggurat.txt.png, pdf.gauss.ziggurat.txt.png

The new ZigguratSampler.NormalizedGaussian does not produce suitable output from the examples sampling application:

!pdf.gauss.modified.ziggurat.txt.png!

Compare with the current ZigguratNormalizedGaussianSampler:

 !pdf.gauss.ziggurat.txt.png! 

This is is repeatable with several different RNG implementations.

This issue was not detected with the current test suite in the sampling module which uses the deciles of the distribution. The deciles may be too coarse grained to detect a problem around the distribution mean.




--
This message was sent by Atlassian Jira
(v8.3.4#803005)