Using the Raised Cosine Distribution in PRNG

[Namir]

(12-26-2016 01:42 AM)Paul Dale Wrote:  For exact normal distribution samples from uniforms use the Box–Muller transform.

Two independent uniform samples in, two independent normal samples out.

Pauli

The Raised Cosine Distribution uses just one call to a trig function per pseudo-random number. No need for calling ln(x) or sqrt(x) as is the case with the Box-Muller method. Granted that this method requires straight forward calculations.

Namir