THE ACR METHOD FOR GENERATING NORMAL RANDOM-VARIABLES

被引：10
|
作者：
HORMANN, W [1 ]
DERFLINGER, G [1 ]
机构：
[1] WIRTSCHAFTSUNIV WIEN,INST STAT,A-1090 VIENNA,AUSTRIA
来源：
OR SPEKTRUM | 1990年 / 12卷 / 03期
关键词：
D O I：
10.1007/BF01719718
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A new method for generating standard normal random variables is presented which in most circumstances, such as different computers, different programming languages, different uniform number generators, etc., is faster than all known algorithms with moderate code length. © 1990 Springer-Verlag.
引用
收藏
页码：181 / 185
页数：5
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