未验证 提交 717fba81 编写于 作者: X Xin Pan 提交者: GitHub

Merge pull request #13788 from wanghaoshuang/cherry-pick-fix-normal

Fix truncated normal.
......@@ -148,7 +148,7 @@ struct TruncatedNormal {
T operator()(T value) const {
auto p = a_normal_cdf + (b_normal_cdf - a_normal_cdf) * value;
return (std::sqrt(2.0) * Erfinv(2 * p - 1) + mean) * std;
return std::sqrt(2.0) * Erfinv(2 * p - 1) * std + mean;
}
};
......
......@@ -42,7 +42,7 @@ struct TruncatedNormal {
rng.discard(n);
T value = dist(rng);
auto p = a_normal_cdf + (b_normal_cdf - a_normal_cdf) * value;
return (std::sqrt(2.0) * erfinvf(2 * p - 1) + mean) * std;
return std::sqrt(2.0) * erfinvf(2 * p - 1) * std + mean;
}
};
......
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