BoxMuller |
The Box-Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958)
is a pseudo-random number sampling method for generating pairs of independent standard
normally distributed
(zero expectation, unit variance) random numbers,
given a source of uniformly distributed random numbers.
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ConcurrentStandardNormalRNG |
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MarsagliaBray1964 |
The polar method (attributed to George Marsaglia, 1964) is a pseudo-random number sampling method
for generating a pair of independent standard normal random variables.
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NormalRNG |
This is a random number generator that generates random deviates according to the Normal
distribution.
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StandardNormalRNG |
An alias for Zignor2005 to provide a default implementation for sampling from the
standard Normal distribution.
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Ziggurat2000 |
The Ziggurat algorithm is an algorithm for pseudo-random number sampling from the Normal distribution.
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Zignor2005 |
This is an improved version of the Ziggurat algorithm as proposed in the reference.
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