| Normal Random Numbers: Using Machine Analysis to Choose the Best Algorithm |
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ACM Transactions on Mathematical Software (TOMS)
archive
Volume 3 , Issue 4 (December 1977)
table of contents
Pages: 346 - 358
Year of Publication: 1977
ISSN:0098-3500
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Author
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W. H. Payne
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Computer Science Department, Washington State University, Pullman, WA
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| Bibliometrics |
Downloads (6 Weeks): 6, Downloads (12 Months): 34, Citation Count: 2
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REFERENCES
Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.
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AHRENS, J.H., AND DIETER, U. Extension of Forsythe's method for random sampling from the normal distribution. Math. Comput. 27, 124 (1973), 927-937.
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DE LuG1s~, B.G A class of algorithms for automatic evaluation of certain elementary functions in a binary computer. Rep. No. 399, Dept. Comptr. Sei., U. of Illinois at Urbana- Champaign, Urbana, Ill., 1970.
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DIETER, U., AND A~RENS, J.H. A combinatorial method for the generation of normally distributed random numbers. Computing 11 (1973), 137-146.
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FORSYT~IE, G.E. Von Neumann's comparison method for sampling from the normal and other distributions. Math. Comput. 26 (1972), 817-826.
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KNUTH, D.E. The analysis of algorithms. Acres Congres Int. Math. 8 (1970), 269-274.
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KNUTH, D.E. Mathematical analysis of algorithms. Information Processing 71, North- Holland Pub. Co., Amsterdam, 1972, pp. 19-27.
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MARSAGLXA, G. Generating a variable from the tail of the normal distribution. Technometrics 6 (1964), 101-102.
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MARSAOLIA, G., AND BRAY, T.A. A convenient method for generating normal variables. SIAM Rev. 6 (1964), 260-264.
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M~GGITT, J.E. Pseudo division and pseudo multiplication processes. IBM J. Res. Develop. 6 (1962), 210-226.
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MULLER, M.E. An inverse method for the generation of random variables on large-scale computers. Math. Tables Aids Comput. 12 (1958), 167-174 (now Math. Comput.).
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ORD-SMITH, R.J. Generation of permutation sequences, P. 2. Comptr. J. 14 (May 1971), 136-139.
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ZELEN, M., AND SEVEaO, N.C. Probability functions. In Handbook of Mathematical Functions, M. Abramowitz and I.A. Stegun, Eds., Nat. Bur. of Standards, Washington, D.C., 1964.
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