Random Sampling from the Normal Distribution

DOI10.1093/COMJNL/3.4.251MaRDI QIDQ3272237zbMATH OpenOpenAlexFDO

Authors J. C. Butcher

Publication date 1961

Published in The Computer Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/comjnl/3.4.251

zbMATH Keywords

statistics

Cited in

(6)

• Moments of the time to generate random variables by rejection
• Further consideration on normal variable generator
• On exponential and other random variable generators
• A Complete Guide to Gamma Variate Generation
• Generation of random bivariate normal deviates and computation of related integrals
• Allgemeiner Bericht über Monte-Carlo-Methoden

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