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* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
'use strict';
// MODULES //
var ln = require( '@stdlib/math/base/special/ln' );
// MAIN //
/**
* Transforms the tail of the normal distribution to the unit interval and then uses rejection technique to generate standard normal variable.
*
* ## References
*
* - Marsaglia, George. 1964. "Generating a Variable from the Tail of the Normal Distribution." _Technometrics_ 6 (1): 101–2. doi:[10.1080/00401706.1964.10490150](http://dx.doi.org/10.1080/00401706.1964.10490150).
*
* @private
* @param {PRNG} rand - pseudorandom number generator
* @param {number} rTail - start value of the right tail
* @param {boolean} isNegative - boolean indicating which side to evaluate
* @returns {number} standard normal variable
*/
function sampleTail( rand, rTail, isNegative ) {
var x;
var y;
do {
x = ln( rand() ) / rTail;
y = ln( rand() );
} while ( -2.0*y < x*x );
return ( isNegative ) ? x-rTail : rTail-x;
}
// EXPORTS //
module.exports = sampleTail;
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