wald-random* ( mean scale rnd -- n )

Vocabulary

random

Inputs

mean	an object
scale	an object
rnd	an object

Outputs

n

an object

Definition

USING: kernel math math.functions ;

IN: random

:: wald-random* ( mean scale rnd -- n )
    mean scale 2 * / :> mu_2l 0 1 rnd normal-random* sq mean *
    :> Y mean Y sq 4 scale * Y * + sqrt Y swap - mu_2l * +
    :> X rnd random-unit* :> U U mean dup X + / <=
    [ X ] [ mean sq X / ] if ;