Class MarsagliaBray1964

  • All Implemented Interfaces:
    RandomStandardNormalGenerator, RandomNumberGenerator, Seedable

    public class MarsagliaBray1964
    extends Object
    implements RandomStandardNormalGenerator
    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. This is an acceptance-rejection method so there is no upper-bound on the number of uniforms it may use to generate a sample. Hence, this method is not applicable to quasi-Monte Carlo simulation.
    See Also:
    • Constructor Detail

      • MarsagliaBray1964

        public MarsagliaBray1964​(RandomLongGenerator uniform)
        Construct a random number generator to sample from the standard Normal distribution.
        Parameters:
        uniform - a uniform random number generator
      • MarsagliaBray1964

        public MarsagliaBray1964()
        Construct a random number generator to sample from the standard Normal distribution.
    • Method Detail

      • seed

        public void seed​(long... seeds)
        Description copied from interface: Seedable
        Seed the random number/vector/scenario generator to produce repeatable experiments.
        Specified by:
        seed in interface Seedable
        Parameters:
        seeds - the seeds