Rectangles algorithm for generating normal variates-Reference-Cited by-同舟云学术

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Rectangles algorithm for generating normal variates

Published:2011-12-30 Issue:1 Volume:59 Page:52-57
ISSN:0894-069X
Container-title:Naval Research Logistics (NRL)
language:en
Short-container-title:Naval Research Logistics

Author:

Zhang Rui,Leemis Lawrence M.

Funder

SciClone Cluster Project

The College of William & Mary

Publisher

Wiley

Subject

Management Science and Operations Research,Ocean Engineering,Modelling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/nav.21474/fullpdf

Reference26 articles.

1. An alias method for sampling from the normal distribution;Ahrens;Computing,1988

2. A note on the generation of random normal deviates;Box;Ann Math Stat,1958

3. Approximation of the inverse normal distribution function;Brophy;Behav Res Methods,1985

4. A Guide to Simulation

5. On generating random variates from an empirical distribution;Chen;IIE Trans,1974

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