Generation of normal distributions revisited

DOI10.1007/S00180-024-01468-3MaRDI QIDQ7009630zbMATH OpenFDO

Authors Takayuki Umeda

Publication date 20 March 2025

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-024-01468-3

zbMATH Keywords

inversion transform samplingnormal distributionrandom number generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A Convenient Method for Generating Normal Variables
• A fast normal random number generator
• A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
• A Note on the Generation of Random Normal Deviates
• A sharp Pólya-based approximation to the normal cumulative distribution function
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Eine neue Herleitung des Exponentialgesetzes in der Wahrscheinlichkeitsrechnung.
• scientific article; zbMATH DE number 3219705 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• Mersenne twister
• New approximations for standard normal distribution function
• Rational Chebyshev Approximations for the Inverse of the Error Function
• The inverse of the error function
• The Monty Python method for generating random variables

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