Ziggurat Algorithm
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Ziggurat Algorithm

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High Quality Content by WIKIPEDIA articles! The ziggurat algorithm is an algorithm to generate random numbers from a non-uniform distribution. It belongs to the class of rejection sampling algorithms and can be used for choosing values from a monotone decreasing probability distribution. It can also be applied to symmetric unimodal distributions such as the normal distribution by choosing a point from one half and then randomly choosing a half. It was developed by George Marsaglia and Wai Wan Tsang in 2000. Like most such algorithms, it assumes an underlying source of uniformly-distributed ran...