[Numpy-discussion] On the quality of the numpy.random.normal() distribution

Michael Gilbert michael.s.gilbert@gmail....
Thu Dec 11 10:09:58 CST 2008


> Bruce Carneal did some tests of robustness and speed for various normal
> generators. I don't know what his final tests showed for Box-Muller. IIRC,
> it had some failures but nothing spectacular. The tests were pretty
> stringent and based on using the erf to turn the normal distribution into a
> uniform distribution and using the crush tests on the latter.. You could
> send him a note and ask: bcarneal@gmail.com. Here are the timings he got:

Thanks for all the insightful replies.  This gives me some better
confidence in numpy's normal distribution.  I will contact Bruce
Carneal to get more details.

Thanks again,
Mike Gilbert


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