[GSoC] Mir.random.flex - Generic non-uniform random sampling

[tn via Digitalmars-d-announce]

On Tuesday, 23 August 2016 at 12:12:30 UTC, Seb wrote:
> On Tuesday, 23 August 2016 at 11:58:53 UTC, tn wrote:
>> On Monday, 22 August 2016 at 15:34:47 UTC, Seb wrote:
>>> http://blog.mir.dlang.io/random/2016/08/22/transformed-density-rejection-sampling.html
>>
>> What are the columns "mu time" and "sigma^2 time" of the 
>> benchmark table in the Sampling subsection?
>
> In statistics mu is often used to describe the average, sigma 
> the standard deviation and sigma^2 the variance. It was 
> absolutely unnecessary to use this notation here (especially 
> because standard deviation, not variance was measured). I fixed 
> that and also added how many samples were generated per run 
> (10M), thanks!

Thanks for the clarification and the fix.

(I am familiar with the usage of mu and sigma, but somehow I 
first thought that the columns corresponded to two different 
measurements. After the initial confusion I realized the correct 
meaning, but still wasn't sure about it due to contradiction 
between the name of the column (sigma^2, not sigma) and the 
values (ms, not ms^2 or something). So I thought that it would be 
better to ask.)

Another question: You mention that statistical quality is 
important, but it is not clear if flex has better or worse 
quality than Box-Muller and Ziggurat in the case of sampling from 
normal distribution. Or is the difference negligible? (I realize 
that the real strength of flex is its versatility.)