A Convenient Method for Generating Normal Variables

Cited in

(52)

On improving the least squares Monte Carlo option valuation method
Linear interpolation of stationary processes from the signs of their derivatives
On the robust rank analysis of linear models with nonsymmetric error distributions
Computer methods for efficient sampling from largely arbitrary statistical distributions
Generating the maximum of independent identically distributed random variables
On a generation of normal pseudo-random numbers
A paired compositions model for round-robin experiments
Fourier analysis of random sequences
Generation of pseudo-random numbers with the use of inverse chaotic transformation
Monte Carlo methods
Truncation error analysis in computing of SEP and SEP floor for partially coherent receiver of MPSK signals over composite fading channels
Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series
A dynamic mesh refinement technique for lattice Boltzmann simulations on octree-like grids
A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
Enhanced diffusivity and skewness of a diffusing tracer in the presence of an oscillating wall
Persisting asymmetry in the probability distribution function for a random advection-diffusion equation in impermeable channels
On the symmetry properties of a random passive scalar with and without boundaries, and their connection between hot and cold states
A combinatorial method for the generation of normally distributed random numbers
The hubness phenomenon: fact or artifact?
Simulation of the p-generalized Gaussian distribution
Calibration of financial models using quasi-Monte Carlo
An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
Two new approaches to robust estimation in time series
Computer generation of random variates from the tail of t and normal distributions
Generation of Continuous Multivariate Distributions for Statistical Applications
Modeling and Generating Stochastic Inputs for Simulation Studies
An empirical bayes approach to estimating the probability of correct selection
Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm
A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
Families of neighbour designs and their analysis
Properties of two tests for outliers in multivariate data
Lifting and separation procedures for the cut polytope
An empirical comparison of two types of rank tests for the C-sample prgbteh in the univariate and bivariate cases
A monte carlo study of some multivariate nonparametric statistics for profile analysis of several samples^†
A monte carlo study of robust and least squares response surface methods
Conditional Probabilities of RejectingH₀by Pooled and Separate-VariancestTests Given Heterogeneity of Sample Variances
Inflated statistical significance of student'sttest associated with small intersubject correlation
Synthetic topology in Homotopy Type Theory for probabilistic programming
Nonparametric estimation of random effects densities in a linear mixed-effects model with Fourier-oscillating noise density
On the mean \(L^1\)-error in the heteroscedastic deconvolution problem with compactly supported noises
Efficient and accurate parallel inversion of the gamma distribution
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform?
Allgemeiner Bericht über Monte-Carlo-Methoden
A study of 64-bit multipliers for Lehmer pseudorandom number generators
Rounding error using low precision approximate random variables
Approximating inverse cumulative distribution functions to produce approximate random variables
Threshold raccoon: practical threshold signatures from standard lattice assumptions
Generation of normal distributions revisited
Two separate effects of variance heterogeneity on the validity and power of significance tests of location
The ACR method for generating normal random variables
A simulation experiment for comparing tests of regression transformation

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