DTIC AD0268572: PROCEDURES FOR GENERATING NORMAL RANDOM pdf

DTIC AD0268572: PROCEDURES FOR GENERATING NORMAL RANDOM

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A method for generating a normal random variable in terms of uniform random variables is described. The method is based on representing a density function as a mixture of simpler densities. It is fast and requires little storage (60 constants). It is not quite as fast as other methods, but it is simpler, with less chance for prospective users being set adrift in a sea of details

• Creator/s: Defense Technical Information Center
• Date: 10/1/1961
• Year: 1961
• Book Topics/Themes: DTIC Archive, MARSAGLIA, G, BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA, *CODING, *COMPLEX VARIABLES, *DIGITAL COMPUTERS, COMPUTER PROGRAMMING, NUMERICAL ANALYSIS, PROBABILITY

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