The ACR method for generating normal random variables
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Publication:917211
DOI10.1007/BF01719718zbMath0704.65002OpenAlexW2035861666MaRDI QIDQ917211
Wolfgang Hörmann, Gerhard Derflinger
Publication date: 1990
Published in: OR Spektrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01719718
decomposition methodacceptance-complement methodACR methodnormal random number generatorratio of uniform method
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Cites Work
- Algorithm 488: A Gaussian pseudo-random number generator
- Normal Random Numbers: Using Machine Analysis to Choose the Best Algorithm
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Extensions of Forsythe's Method for Random Sampling from the Normal Distribution
- A Convenient Method for Generating Normal Variables
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