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

DOI10.1080/00949655.2015.1060234MaRDI QIDQ5222407zbMATH OpenOpenAlexWikidataFDO

Authors 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, http://europepmc.org/articles/pmc4812161

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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

Cited in

(2)

• A quasi-Monte Carlo implementation of the ziggurat method
• A modified method of generating \(Z\)-number based on OWA weights and maximum entropy

Describes a project that uses

Uses Software

• Ziggurat
• SFMT
• rnorrexp

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