A combinatorial method for the generation of normally distributed random numbers

DOI10.1007/BF02252903zbMath0262.65004OpenAlexW192967011MaRDI QIDQ2561080

Joachim H. Ahrens, Ulrich Dieter

Publication date: 1973

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02252903

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables ⋮ The Monte Carlo method ⋮ A supplement to sowey's bibliography on random number generation and related topics ⋮ Computer methods for sampling from gamma, beta, Poisson and binomial distributions

Cites Work

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• Pseudo-random numbers - a new proposal for the choice of multiplicators
• An exact determination of serial correlations of pseudo-random numbers
• A Note on the Generation of Random Normal Deviates
• Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions
• A Convenient Method for Generating Normal Variables
• A fast procedure for generating exponential random variables
• Expressing a Random Variable in Terms of Uniform Random Variables
• Generation of random bivariate normal deviates and computation of related integrals
• Computer methods for sampling from the exponential and normal distributions
• Pseudo-Random Numbers: The Exact Distribution of Pairs
• Generating Normally Distributed Random Numbers by Inverting the Normal Distribution Function

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