The ziggurat method for generating random variables

Journal of Statistical Software

Volumn 5, Issue , 2000, Pages 1-7

  Marsaglia, George ^a   Tsang, Wai Wan ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040833010     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v005.i08     Document Type: Article

References (10)

1. Ahrens, J.H. and Dieter, U, (1989), An alias method for sampling from the normal distribution, Computing, 42, 159-170.
2. Knuth, Donald E. (1998) The Art of Computer Programming, Volume II, 3rd Ed., Addison Wesley, Reading, Mass.
3. Leva, J.L., (1992), A fast normal random number generator, ACM Transactions Mathematical Sofware, 18, 454-455.
4. Marsaglia, George, (1961), Expressing a random variable in terms of uniform random variables, Annals of Math. Statis., 32, 894-898.
5. Marsaglia, George, (1964), Generating a variable from the tail of the normal distribution, Technometrics, 6, 101-102.
6. Marsaglia, George, MacLaren, M.D. and Bray, T. A., (1964), A fast procedure for generating normal random variables, Comm. of the ACM, 7, 3-10.
7. Marsaglia, George and Maclaren, M.D., (1964), A fast procedure for generating exponential random variables, Comm. of the ACM, 7, 298-300.
8. Marsaglia, George, Ananthanarayan, K., and Paul, N. J., (1976), Improvements on fast methods for generating normal random variables, Information Processing Letters, 5, 27-30.
9. Marsaglia, George and Tsang, Wai Wan (1984), A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions, SIAM Journ. Scient. and Statis. Computing, 5, 349-359.
10. Marsaglia, George and Tsay, L.H. (1985), Matrices and the structure of random number sequences, Linear Algebra and its Applications, 67, 147-156.