3 ms·
Also, IIRC Box-Muller gives incorrect results if you're interested in sampling the tails of the Gaussian.
by semi-extrinsic 11y ago
Also, IIRC Box-Muller gives incorrect results if you're interested in sampling the tails of the Gaussian.
- onnoonno 11y agoIf you're not interested in the tails, there's also always (random()+random()+random()+random()-2.0)*sqrt(3.) as a cheap (in terms of brain power) Gaussian (sigma=1, mean=0) rough approximation :-)