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

DOI10.2307/2005527zbMATH Open0285.65008OpenAlexW4241873936MaRDI QIDQ4772610FDOQ4772610

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)

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

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