Accession Number:

AD0612430

Title:

STILL ANOTHER METHOD FOR PRODUCING NORMAL VARIABLES IN A COMPUTER

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA

Personal Author(s):

• Marsaglia, George

Report Date:

1965-01-01

Pagination or Media Count:

8.0

Abstract:

A method for producing normal random variables in terms of uniform random variables U sub 1, U sub 2, U sub 3,.... If Y U sub 1 U sub 2 U sub 3, then choosing one of the four random variables 2Y - 3, 4Y - 63, Y - 72 or Y 42 in the proportions .8365, .11506, .00372 and .00372 will produce the required normal variate 98.6 per cent of the time. The other 1.4 per cent is devoted to the tail or a rejection technique in order that the composite be exact. The method leads to very fast computer programs which are easy to code and occupy little space in the computer.

Descriptors:

• *COMPUTER PROGRAMMING
• NUMBERS
• PROBABILITY
• PRODUCTION
• REAL VARIABLES

Subject Categories:

• Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE