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Corrigenda: Factors for Calculating Samples from a Normal Distribution

โœ Scribed by Gerald J. Hahn

Book ID
125223804
Publisher
American Statistical Association
Year
1970
Tongue
English
Weight
83 KB
Volume
65
Category
Article
ISSN
0162-1459

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A simple and easily implemented algorithm is presented for obtaining random variables from a truncated standard normal distribution. The algorithm is based on a generalization of Von Neumann's rejection technique. The first-stage sampling in our algorithm is from the truncated logistic distribution.