Extensions of Forsythe's Method for Random Sampling from the Normal Distribution
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Publication:4772610
DOI10.2307/2005527zbMath0285.65008OpenAlexW4241873936MaRDI QIDQ4772610
Ulrich Dieter, Joachim H. Ahrens
Publication date: 1973
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2005527
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Isochronous Gaussian Sampling: From Inception to Implementation ⋮ Computer methods for efficient sampling from largely arbitrary statistical distributions ⋮ Generating the maximum of independent identically distributed random variables ⋮ On a generation of normal pseudo-random numbers ⋮ The Monte Carlo method ⋮ An economical method for random number generation and a normal generator ⋮ The ACR method for generating normal random variables ⋮ A linear time approximation algorithm for multiprocessor scheduling ⋮ Simulation of a Local Time Fractional Stable Motion ⋮ Sampling Exactly from the Normal Distribution ⋮ An alias method for sampling from the normal distribution ⋮ Computer methods for sampling from gamma, beta, Poisson and binomial distributions
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