Package org.apache.commons.rng.sampling.distribution

Distribution samplers

This package contains classes for sampling from statistical distributions.

As of version 1.0, the code for specific distributions was adapted from the corresponding classes in the development version of "Commons Math" (in package org.apache.commons.math4.distribution).

When no specific algorithm is provided, one can still sample from any distribution, using the inverse method, as illustrated in:

Algorithms are described in e.g. Luc Devroye (1986), chapter 9 and chapter 10. This paper discusses Gaussian generators.