An alias method for sampling from the normal distribution

DOI10.1007/BF02239745zbMath0684.65005MaRDI QIDQ1825579

Joachim H. Ahrens, Ulrich Dieter

Publication date: 1989

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

pseudorandom number generation; alias method; sampling from the normal distribution

Mathematics Subject Classification ID

65C10: Random number generation in numerical analysis

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Cites Work

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