| Interface | Description |
|---|---|
| RandomStandardNormalNumberGenerator |
This is a random number generator that generates random deviates according to the standard Normal distribution.
|
| Class | Description |
|---|---|
| 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.
|
| 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.
|
| NormalRng |
This is a random number generator that generates random deviates according to the Normal distribution.
|
| StandardNormalRng |
An alias for
Zignor2005 to provide a default implementation for sampling from the standard Normal distribution. |
| Ziggurat2000 |
The Ziggurat algorithm is an algorithm for pseudo-random number sampling from the Normal distribution.
|
| Zignor2005 |
This is an improved version of the Ziggurat algorithm as proposed in the reference.
|