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.

Subject Categories:

  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE