Computer Generation of Normal Random Variables
作者:
A.J. Kinderman,
J.G. Ramage,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 356
页码: 893-896
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10480965
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper suggests that user accessibility as well as speed and accuracy should be used as a criterion to evaluate algorithms for generating random variables. FORTRAN implementations of several of the best current normal algorithms are studied. Two of the algorithms were also implemented in assembler for making comparisons with other studies and for assessing the cost of accessibility. A new mixing algorithm which combines features of the convenient and fast methods of Marsaglia et al. is introduced.
点击下载:
PDF (397KB)
返 回