Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (Q552152)
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scientific article; zbMATH DE number 5929967
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| English | Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? |
scientific article; zbMATH DE number 5929967 |
Statements
Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? (English)
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21 July 2011
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quasi-Monte Carlo
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low-discrepancy sequences
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box-muller
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inverse transformation method
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0.8703364729881287
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0.8016614317893982
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0.8014795780181885
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0.782584011554718
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0.7750633358955383
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