Rectangles algorithm for generating normal variates

DOI10.1002/NAV.21474MaRDI QIDQ3120635zbMATH OpenOpenAlexFDO

Authors Rui Zhang, Lawrence M. Leemis

Publication date 5 March 2019

Published in Naval Research Logistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.21474

zbMATH Keywords

acceptance-rejection algorithmcorrelation inductionnormal distributionrandom variate generation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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(3)

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