A Comment on the Implementation of the Ziggurat Method

Philip H. W. Leong, Ganglie Zhang, Dong-U Lee, Wayne Luk and John Villasenor

Journal of Statistical Software, 2005, vol. 012, issue i07

Abstract: We show that the short period of the uniform random number generator in the published implementation of Marsaglia and Tsang's Ziggurat method for generating random deviates can lead to poor distributions. Changing the uniform random number generator used in its implementation fixes this issue.

Date: 2005-02-08
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:012:i07

DOI: 10.18637/jss.v012.i07

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