The Box‐Müller Method for Generating Pseudo‐Random Normal Deviates

E. R. Golder and J. G. Settle

Journal of the Royal Statistical Society Series C, 1976, vol. 25, issue 1, 12-20

Abstract: This paper discusses in theoretical and practical terms various methods of generating pseudo‐random normal deviates using the Box‐Müller transformation, laying particular emphasis both on the fit to the theoretical distribution and on the manner in which these methods sample from that distribution. Monte Carlo simulation results relating to these methods are also supplied.

Date: 1976
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.2307/2346513

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:25:y:1976:i:1:p:12-20

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().