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The ACR method for generating normal random variables

✍ Scribed by W. Hörmann; G. Derflinger


Publisher
Springer
Year
1990
Tongue
German
Weight
416 KB
Volume
12
Category
Article
ISSN
0171-6468

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📜 SIMILAR VOLUMES


Normal (Gaussian) random variables for s
✍ George Marsaglia 📂 Article 📅 1991 🏛 Springer US 🌐 English ⚖ 316 KB

Remarkably fast methods for generating normal and exponential random variables have been developed for conventional computers--their average times are little more than that needed to generate the uniform variable used to produce the result. But for "supercomputers;' with vector and/or parallel opera