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Changes between Version 3 and Version 4 of Ticket #3027


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Timestamp:
09/11/19 12:18:35 (5 years ago)
Author:
gkronber
Comment:

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  • Ticket #3027 – Description

    v3 v4  
    11We currently use the Ziggurat method which is fast but not straight-forward. abeham made some tests and found significant deviations of the empirical distributions of samples generated with our implementation compared to other implementations.
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     3
     4In this image an offset is added to the probability values to prevent overlapping of points. The issue is that the blue line stops at approx. -3.5 and 3.5. So the current implementation does not produce correct distributions in the tails.
    35[[Image(empirical distributions.png)]]