A Comparison of Methods for Generating Normal Deviates on Digital Computers

DOI10.1145/320986.320992MaRDI QIDQ3258541zbMATH OpenOpenAlexWikidataFDO

Authors Mervin E. Muller

Publication date 1959

Published in Journal of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/320986.320992

zbMATH Keywords

numerical analysis

Cited in

(8)

• Development and testing of a high precision digital Gaussian generator for computers
• On a generation of normal pseudo-random numbers
• Linear Methods for Estimating Arma and Regression Models with Serial Correlation
• Sequential one-sample grouped signed rank tests for symmetry: Monte carlo studies
• Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers
• Deterministic Simulation of Random Processes
• Generation of random bivariate normal deviates and computation of related integrals
• Allgemeiner Bericht über Monte-Carlo-Methoden

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