PROCEDURES FOR GENERATING NORMAL RANDOM VARIABLES, II

Abstract

A method for generating a normal random variable in terms of uniform random variables is described. The method is based on representing a density function as a mixture of simpler densities. It is fast and requires little storage (60 constants). It is not quite as fast as other methods, but it is simpler, with less chance for prospective users being set adrift in a sea of details.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1961
Accession Number
AD0268572

Entities

People

  • G. Marsaglia

Organizations

  • Boeing

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Accuracy
  • Bits
  • Cartesian Coordinates
  • Computers
  • Frequency
  • Government Procurement
  • Governments
  • Mathematics
  • Precision
  • Probability
  • Random Variables
  • Scientific Research

Readers

  • Computer Science.
  • Statistical inference.