public virtual double NextZigguratNormalAR()

Public Overridable Function NextZigguratNormalAR As Double

public:
virtual double NextZigguratNormalAR()

Return Value

The NextZigguratNormalAR method cuts the density into many small pieces. For each random number generated, an interval is chosen at random and a random normal is generated from the chosen interval. In this implementation, the density is cut into 256 pieces, but symmetry is used so that only 128 pieces are needed by the computation. Following Doornik (2005), different uniform random deviates are used to determine which slice to use and to determine the normal deviate from the slice.