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):
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:
Subject Categories:
- Computer Programming and Software