A NOTE ON GENERATING CHI RANDOM NUMBERS
Abstract
Marsaglia (Ann. Math. Stat., Vol. 32:899, 1961) has given a simple method for generating exponential random numbers on a digital computer. A similar method for generating random numbers with the chi distribution is presented. Such random numbers may be used to generate normal random numbers.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1962
- Accession Number
- AD0288929
Entities
People
- M.d. Maclaren
Organizations
- Boeing