Package org.apache.commons.rng.sampling.distribution

Class BoxMullerNormalizedGaussianSampler

java.lang.Object
org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler
All Implemented Interfaces:
ContinuousSampler, NormalizedGaussianSampler
public class BoxMullerNormalizedGaussianSampler
extends java.lang.Object
implements NormalizedGaussianSampler
Box-Muller algorithm for sampling from Gaussian distribution with mean 0 and standard deviation 1.

Sampling uses UniformRandomProvider.nextDouble().

Since:
1.1

  • Constructor Summary

    Constructors 
    Constructor Description
    BoxMullerNormalizedGaussianSampler​(UniformRandomProvider rng)  

  • Method Summary

    Modifier and Type Method Description
    double sample()
    Creates a sample.
    java.lang.String toString()

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait