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A fast procedure for generating normal random variables

Authors:

G. Marsaglia,

M. D. MacLaren,

T. A. BrayAuthors Info & Claims

Communications of the ACM, Volume 7, Issue 1

Pages 4 - 10

https://doi.org/10.1145/363872.363883

Published: 01 January 1964 Publication History

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Abstract

A technique for generating normally distributed random numbers is described. It is faster than those currently in general use and is readily applicable to both binary and decimal computers.

References

[1]

MARSAGLIA, G. Expressing a random variable in terms of uniform random variables. Ann. Math. Stat. 82 (Sept. 1961), 894.

Google Scholar

[2]

----. Procedures for generating normal random variables, II. Boeing Scientific Res. Lab. Doc. D1-82-0141, Nov. 1961.

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[3]

----. Random variables and computers. Transactions of the Third Prague Conference, 1962 (to appear).

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[4]

----. Generating discrete random variables in a computer. Comm. ACM 6 (Jan. 1963).

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Google Scholar

[5]

Improving the polar method for generating a pair of normal random variables. Boeing Scientific Res. Lab. Doc. D1-82-0203, Sept. 1962.

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Ridley DNgnepieba P(2023)Antithetic Power Transformation in Monte Carlo Simulation: Correcting Hidden Errors in the Response VariableMathematics10.3390/math1109209711:9(2097)Online publication date: 28-Apr-2023
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A fast procedure for generating normal random variables

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Published In

Communications of the ACM Volume 7, Issue 1

Jan. 1964

70 pages

ISSN:0001-0782

EISSN:1557-7317

DOI:10.1145/363872

Editor:
C. C. Gotlieb
Univ. of Toronto, Toronto, Canada

Issue’s Table of Contents

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 January 1964

Published in CACM Volume 7, Issue 1

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Ridley DNgnepieba P(2023)Antithetic Power Transformation in Monte Carlo Simulation: Correcting Hidden Errors in the Response VariableMathematics10.3390/math1109209711:9(2097)Online publication date: 28-Apr-2023
https://doi.org/10.3390/math11092097
Liu RChoi N(2023)A First Look at Wi-Fi 6 in Action: Throughput, Latency, Energy Efficiency, and SecurityProceedings of the ACM on Measurement and Analysis of Computing Systems10.1145/35794517:1(1-25)Online publication date: 2-Mar-2023
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Ayvasik SMehmeti FBabaians EKellerer W(2023)PEACH: Proactive and Environment-Aware Channel State Information Prediction with Depth ImagesProceedings of the ACM on Measurement and Analysis of Computing Systems10.1145/35794507:1(1-27)Online publication date: 2-Mar-2023
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Gozlan IAvin CEinziger GScalosub G(2023)Go-to-Controller is Better: Efficient and Optimal LPM Caching with SplicingProceedings of the ACM on Measurement and Analysis of Computing Systems10.1145/35794417:1(1-33)Online publication date: 2-Mar-2023
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Zhang MLi XLiu BLu JZhang YChen JDuan HHao SZheng X(2023)Detecting and Measuring Security Risks of Hosting-Based Dangling DomainsProceedings of the ACM on Measurement and Analysis of Computing Systems10.1145/35794407:1(1-28)Online publication date: 2-Mar-2023
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Luengo E(2022)Gamma Pseudo Random Number GeneratorsACM Computing Surveys10.1145/352715755:4(1-33)Online publication date: 21-Nov-2022
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Shenton LJohnson W(2018)Moments of a Serial Correlation CoefficientJournal of the Royal Statistical Society: Series B (Methodological)10.1111/j.2517-6161.1965.tb01498.x27:2(308-320)Online publication date: 5-Dec-2018
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Kuhl M(2017)History of random variate generationProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242196(1-12)Online publication date: 3-Dec-2017
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Kuhl M(2017)History of random variate generation2017 Winter Simulation Conference (WSC)10.1109/WSC.2017.8247791(231-242)Online publication date: Dec-2017
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Meyer DMcSweeney MMarascuilo LCollier RLarson RTatsuoka M(2016)10: StatisticsReview of Educational Research10.3102/0034654303900572339:5(723-747)Online publication date: 30-Jun-2016
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Abstract

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A fast procedure for generating exponential random variables

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Algorithms for generating random variables with a rational probability-generating function

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