The ACR method for generating normal random variables (Q917211)

A normal random number generator called ACR method is presented. It combines the acceptance-complement method [\textit{L. Devroye}, Non-uniform random variate generation (1986; Zbl 0593.65005)] with the ratio of uniform method [\textit{A. J. Kindermann} and \textit{J. F. Monahan}, ACM Trans. Software, 3, 257-260 (1977; Zbl 0387.65006)], and an idea of squeezes is introduced. Comparison with the other generators such as Forsythe's method, the decomposition method and the ratio of uniform method shows that the ACR method works well for all of the three different circumstances.