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 2021/08/08 21:57:00 UTC
[jira] [Updated] (RNG-159) ZigguratSampler.NormalizedGaussian has
incorrect Gaussian output
[ https://issues.apache.org/jira/browse/RNG-159?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Alex Herbert updated RNG-159:
-----------------------------
Attachment: pdf.gauss.modified.ziggurat.fixed.txt.png
> 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
> Priority: Blocker
> Fix For: 1.4
>
> Attachments: pdf.gauss.modified.ziggurat.fixed.txt.png, 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)