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The Shape of Floating Point Random Numbers

The Shape of Floating Point Random Numbers

[Updated 10/18/2012: Fixed a typo in which mantissa was replaced with exponent.] Over the weekend, Viral Shah updated Julia’s implementation of randn() to give a 20% speed boost. Because we all wanted to test that this speed-up had not come at the expense of the validity of Julia’s RNG system, I spent some time this […]