GRAN1: Gauss procedure to generate normal random numbers

Carlos Urzúa

EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México

Abstract: We implement here a fast algorithm of small size due to Leva (1992).

Language: GAUSS
Keywords: normal distribution; normal random numbers; pseudo-random numbers; normal variates; GAUSS (search for similar items in EconPapers)
JEL-codes: C15 C16 C87 (search for similar items in EconPapers)
Date: 2007-03
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Persistent link: https://EconPapers.repec.org/RePEc:ega:comcod:200702

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