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Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)

 

 

Generating normally distributed random numbers by inverting the normal distribution functions


Author: Friedrich Gebhardt
Journal: Math. Comp. 18 (1964), 302-306
MSC: Primary 62.10; Secondary 65.15
DOI: https://doi.org/10.1090/S0025-5718-1964-0166859-7
MathSciNet review: 0166859
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DOI: https://doi.org/10.1090/S0025-5718-1964-0166859-7
Article copyright: © Copyright 1964 American Mathematical Society