An error in the Kinderman-Ramage method and how to fix it

DOI10.1016/j.csda.2003.11.019zbMath1429.62032OpenAlexW2030896944MaRDI QIDQ957024

Peter Dalgaard, Günter Tirler, Wolfgang Hörmann, Josef Leydold

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.11.019

zbMATH Keywords

Gaussian random variate generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10)

Uses Software

• GAUSS
• R
• SPSS
• IMSL Numerical Libraries
• UNU.RAN
• Monty Python

Cites Work

• The ACR method for generating normal random variables
• Computer Generation of Normal Random Variables
• The Monty Python method for generating random variables
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