Improvements on fast methods for generating normal random variables

DOI10.1016/0020-0190(76)90074-0zbMath0332.65003OpenAlexW2059130587MaRDI QIDQ1228168

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)

Related Items (8)

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

Cites Work

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• Generating discrete random variables in a computer
• A fast procedure for generating normal random variables
• Expressing a Random Variable in Terms of Uniform Random Variables
• RANDOM NUMBERS FALL MAINLY IN THE PLANES

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