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Posted to issues@commons.apache.org by "Otmar Ertl (JIRA)" <ji...@apache.org> on 2015/04/26 21:28:38 UTC

[jira] [Created] (MATH-1220) More efficient sample() method for ZipfDistribution

Otmar Ertl created MATH-1220:
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             Summary: More efficient sample() method for ZipfDistribution
                 Key: MATH-1220
                 URL: https://issues.apache.org/jira/browse/MATH-1220
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Otmar Ertl


Currently, sampling from a ZipfDistribution is very inefficient. Random values are generated by inverting the CDF. However, the current implementation uses O(N) power function evaluations to calculate the CDF for some point. (Here N is the number of points of the Zipf distribution.) I propose to use rejection sampling instead, which allows the generation of a single random value in constant time.



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