public double Sample(LocalRandom random)
{
const double epsilon = Double.Epsilon;
generate = !generate;
if (!generate)
{
return(z1 * Parameter + Mean);
}
double u1, u2;
do
{
u1 = random.NextDouble();
u2 = random.NextDouble();
}while (u1 <= epsilon);
var z0 = Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Cos(2 * Math.PI * u2);
z1 = Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2 * Math.PI * u2);
return(z0 * Parameter + Mean);
}
public double Sample(LocalRandom random)
{
var u = random.NextDouble() - 0.5;
return(Mean - Parameter * Math.Sign(u) * Math.Log(1 - 2 * Math.Abs(u)));
}