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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.

 

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