Generating normally distributed random numbers by inverting the normal distribution functions
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- by Friedrich Gebhardt PDF
- Math. Comp. 18 (1964), 302-306 Request permission
References
- Friedrich Gebhardt, On the risk of some strategies for outlying observations, Ann. Math. Statist. 35 (1964), 1524–1536. MR 173338, DOI 10.1214/aoms/1177700376
- Mervin E. Muller, An inverse method for the generation of random normal deviates on large-scale computers, Math. Tables Aids Comput. 12 (1958), 167–174. MR 102905, DOI 10.1090/S0025-5718-1958-0102905-1
- Mervin E. Muller, A comparison of methods for generating normal deviates on digital computers, J. Assoc. Comput. Mach. 6 (1959), 376–383. MR 105785, DOI 10.1145/320986.320992
Additional Information
- © Copyright 1964 American Mathematical Society
- 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