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Rectangles algorithm for generating normal variates - MaRDI portal

Rectangles algorithm for generating normal variates

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Publication:3120635

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DOI10.1002/NAV.21474zbMath1407.65014OpenAlexW2076703397MaRDI QIDQ3120635

Rui Zhang, Lawrence M. Leemis

Publication date: 5 March 2019

Published in: Naval Research Logistics (NRL) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.21474

zbMATH Keywords

normal distribution random variate generation acceptance-rejection algorithm correlation induction

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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