The ACR method for generating normal random variables (Q917211)
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scientific article; zbMATH DE number 4155735
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| English | The ACR method for generating normal random variables |
scientific article; zbMATH DE number 4155735 |
Statements
The ACR method for generating normal random variables (English)
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1990
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A normal random number generator called ACR method is presented. It combines the acceptance-complement method [\textit{L. Devroye}, Non-uniform random variate generation (1986; Zbl 0593.65005)] with the ratio of uniform method [\textit{A. J. Kindermann} and \textit{J. F. Monahan}, ACM Trans. Software, 3, 257-260 (1977; Zbl 0387.65006)], and an idea of squeezes is introduced. Comparison with the other generators such as Forsythe's method, the decomposition method and the ratio of uniform method shows that the ACR method works well for all of the three different circumstances.
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normal random number generator
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ACR method
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acceptance-complement method
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ratio of uniform method
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decomposition method
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0.8017488121986389
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0.7801839113235474
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0.7568665146827698
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