Improvements on fast methods for generating normal random variables

DOI10.1016/0020-0190(76)90074-0MaRDI QIDQ1228168zbMATH OpenOpenAlexFDO

Authors K. Ananthanarayanan, N. J. Paul, George Marsaglia

Publication date 1976

Published in Information Processing Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0020-0190(76)90074-0

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cites work

• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• scientific article; zbMATH DE number 3420163 (Why is no real title available?)
• scientific article; zbMATH DE number 3200213 (Why is no real title available?)
• A fast procedure for generating normal random variables
• Expressing a Random Variable in Terms of Uniform Random Variables
• Generating discrete random variables in a computer
• RANDOM NUMBERS FALL MAINLY IN THE PLANES

Cited in

(8)

• Generating the maximum of independent identically distributed random variables
• A note on millers's empirical weights for heteroscedastic linear regression
• Critical values for testing in multivariate statistical outliers
• A Monte Carlo study of autoregressive integrated moving average processes
• Predictors for the first-order autoregressive process
• An algorithm for uniform random sampling of points in and on a hypersphere
• Agreement probabilities for some CPIT—neyman smooth tests
• Fast strong approximation Monte Carlo schemes for stochastic volatility models

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