A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers

DOI10.1080/00949655.2015.1060234OpenAlexW1898626974WikidataQ35978800 ScholiaQ35978800MaRDI QIDQ5222407FDOQ5222407

Christopher D. McFarland

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6870

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Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
• SIMD-oriented fast Mersenne twister: a 128-bit pseudorandom number generator
• A simple method for generating gamma variables
• Efficient generation of exponential and normal deviates

Cited In (1)

• A modified method of generating \(Z\)-number based on OWA weights and maximum entropy

Uses Software

• Ziggurat
• SFMT
• rnorrexp

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