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WIP: Fixing normal distribution

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This commit is contained in:
Thorsten Sommer 2020-09-27 20:44:27 +02:00
parent d325e038ba
commit 11c887988d
1 changed files with 13 additions and 7 deletions
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18
FastRng/Double/Distributions/Normal.cs
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@ -29,13 +29,19 @@ namespace FastRng.Double.Distributions
if (this.Random == null) if (this.Random == null)
return double.NaN; return double.NaN;
var u1 = await this.Random.GetUniform(token); //
var u2 = await this.Random.GetUniform(token); // Previously:
var r = Math.Sqrt(-2.0 * Math.Log(u1)); //
var theta = 2.0 * Math.PI * u2; // var u1 = await this.Random.GetUniform(token);
var value = r * Math.Sin(theta); // var u2 = await this.Random.GetUniform(token);
// var r = Math.Sqrt(-2.0 * Math.Log(u1));
// var theta = 2.0 * Math.PI * u2;
// var value = r * Math.Sin(theta);
// return this.Mean + this.StandardDeviation * value;
return this.Mean + this.StandardDeviation * value; const double SQRT_2PI = 2.506628275;
var x = await this.Random.GetUniform(token); // BUG: It seems, that uniform is not uniform (enough) or RunningStatistics had specific issues
return 1.0 / (this.StandardDeviation * SQRT_2PI) * Math.Exp(-0.5 * Math.Pow((x - this.Mean) / this.StandardDeviation, 2.0));
} }
} }
} }