Fast Pseudorandom Generators for Normal and Exponential Variates

ACM Transactions on Mathematical Software

Volumn 22, Issue 1, 1996, Pages 119-127

  Wallace, C S ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Algorithms; Design; Exponential distribution; G.3 Mathematics of Computing : Probability and Statistics random number generation; statistical computing; Gaussian distribution; Normal distribution; Performance; Pseudorandom numbers; Random numbers

Indexed keywords

EXPONENTIAL DISTRIBUTION; GAUSSIAN DISTRIBUTION; NORMAL DISTRIBUTION;

C (PROGRAMMING LANGUAGE); COMPUTER SOFTWARE; DESIGN; PROBABILITY; RANDOM NUMBER GENERATION; STATISTICS;

ALGORITHMS;

EID: 0030092450     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/225545.225554     Document Type: Article

References (3)

1. AHRENS, J. H. AND DIETER, U. 1989. An alias method for sampling from the Normal distribution. Computing 42, 159-170.
2. BRENT, R. P. 1993. Fast normal random number generators for vector processors. Tech. Rep. TR-CS-93-04, Australian National Univ., Canberra, Australia.
3. LEVA, J. L. 1992. A fast normal random number generator. ACM Trans. Math. Softw. 18, 4, 449-453.