An error in the Kinderman-Ramage method and how to fix it

Computational Statistics and Data Analysis

Volumn 47, Issue 3, 2004, Pages 433-440

  Tirler, Günter ^a   Dalgaard, Peter ^b   Hörmann, Wolfgang ^a,c   Leydold, Josef ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c BOGAZICI UNIVERSITY   (Turkey)

Author keywords

Gaussian random variate generation

Indexed keywords

COMPUTER SIMULATION; FUNCTION EVALUATION; NUMBER THEORY; PROBABILITY; RANDOM PROCESSES; STATISTICAL METHODS;

CUMULATIVE DISTRIBUTION; GAUSSIAN RANDOM VARIATE GENERATION; HISTOGRAM; STANDARD DEVIATION;

ERROR ANALYSIS;

EID: 4944258899     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2003.11.019     Document Type: Article

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