Extensions of Forsythe's Method for Random Sampling from the Normal Distribution

DOI10.2307/2005527MaRDI QIDQ4772610zbMATHOpenAlexFDO

Authors Joachim H. Ahrens, Ulrich Dieter

Publication date 1973

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2005527

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(12)

• Generating the maximum of independent identically distributed random variables
• Sampling exactly from the normal distribution
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• The ACR method for generating normal random variables
• Simulation of a local time fractional stable motion
• Isochronous Gaussian sampling: from inception to implementation
• A linear time approximation algorithm for multiprocessor scheduling
• On a generation of normal pseudo-random numbers
• Computer methods for efficient sampling from largely arbitrary statistical distributions
• An alias method for sampling from the normal distribution
• An economical method for random number generation and a normal generator
• The Monte Carlo method

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