[GitHub] [commons-rng] aherbert commented on issue #36: RNG-91: Add a KempSmallMeanPoissonSampler

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aherbert commented on issue #36: RNG-91: Add a KempSmallMeanPoissonSampler
URL: https://github.com/apache/commons-rng/pull/36#issuecomment-485415325
 
 
   Note that the Kemp sampler requires computation of the sample value corresponding to the cumulative probability of 50% to gain performance. This makes the sampler slower for a single sample but fast for repeat samples.
   
   A comparison with an algorithm that stores (part of) the cumulative probability table and uses an inverse mapping should be performed, i.e. store more than just the 50% cumulative probability value for example all values up to 99%.

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