17 lines
458 B
Python
17 lines
458 B
Python
import random
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import math
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def get_standard_normal_sample():
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"""Using the Marsaglia Polar method"""
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# timeit on mac says - 0.915
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while True:
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u = random.uniform(-1, 1)
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v = random.uniform(-1, 1)
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s = u * u + v * v
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if s >= 1:
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continue
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return u * math.sqrt(-2 * math.log(s) / s)
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def get_gaussian_sample(mean, standard_deviation):
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return get_standard_normal_sample() * standard_deviation + mean
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