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Sampling from normal distribution
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| 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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