Class BoxMullerNormalizedGaussianSampler

java.lang.Object
org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler
All Implemented Interfaces:
ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class BoxMullerNormalizedGaussianSampler extends Object implements NormalizedGaussianSampler, SharedStateContinuousSampler
Box-Muller algorithm for sampling from Gaussian distribution with mean 0 and standard deviation 1.

Sampling uses UniformRandomProvider.nextDouble().

Since:
1.1