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trevphil/SampleNormalDist.swift

Last active June 3, 2019 12:51
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Sampling from normal distribution
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SampleNormalDist.swift
private func sampleNormalDist(withMean mean: Double, std: Double) -> Double {
precondition(std > 0)
let first = Double(rng.nextUniform())
let second = Double(rng.nextUniform())
let zScore = sqrt(-2 * log(first)) * cos(2 * Double.pi * second)
return zScore * std + mean
}
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