Skip to main content
SpringerLink
Log in

An economical method for random number generation and a normal generator

Eine ökonomische Methode zur Erzeugung von Zufallszahlen und ein Generator für normalverteilte

  • Published:
Computing Aims and scope Submit manuscript

Abstract

A generalization of the Walker's method is presented for the case of continuous distributions. The proposed method is similar to the rejection technique but makes use of all the generated values. Application of the method for a normal random number generator of Kinderman and Ramage resulted in an algorithm that is equivalent to the FL5 procedure of Ahrens and Dieter.

Zusammenfassung

Es wird eine Verallgemeinerung, der Methode von Walker für den Fall kontinuierlicher Verteilungen präsentiert. Die vorgeschlagene Methode arbeitet nach dem Rückweisungsverfahren, verwendet aber alle erzeugten Zufallswerte. Die Anwendung des Verfahrens auf den Generator für normalverteilte Zufallszahlen nach Kinderman und Ramage ergibt einen Algorithmus, der zum Algorithmus FL5 von Ahrens und Dieter äquivalent ist.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Ahrens, J. H., Dieter, U.: Computer methods for sampling from the exponential and normal distributions. Comm. ACM15, 873–882 (1972).

    Google Scholar 

  2. Ahrens, J. H., Dieter, U.: Extensions of Forsythe's method for random sampling from the normal distribution. Math. Comp.27, 927–937 (1973).

    Google Scholar 

  3. Ahrens, J. H., Dieter, U.: Non-uniform random numbers. Graz; 1974.

  4. Deák, I., Bene, B.: Random number generation: a bibliography. MTA SZTAKI Working Paper MO-5.

  5. Kinderman, A. J., Ramage, J. G.: Computer generation of normal random variables. J. Amer. Stat. Ass.71, 893–896 (1976).

    Google Scholar 

  6. Marsaglia, G.: Generating a variable from the tail of the normal distribution. Technometrics6, 101–102 (1964).

    Google Scholar 

  7. Marsaglia, G.: Random variables and computers, Trans. Third Prague Conf. on Inf. Theory, Stat. Dec. Functions, pp. 499–512. Prague: Publishing House of the Czechoslovak Academy of Sciences 1964.

    Google Scholar 

  8. Marsaglia, G., MacLaren, M. D., Bray, T. A.: A fast procedure for generating normal random variables. Comm. ACM7, 4–10 (1964).

    Google Scholar 

  9. Payne, W. H.: Normal random numbers: using machine analysis to choose the best algorithm. ACM TOMS3, 346–358 (1977).

    Google Scholar 

  10. Walker, A. J.: An efficient method for generating discrete random, variables with general distributions. ACM TOMS3, 253–256 (1977).

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Computer and Automation Institute, Hungarian Academy of Sciences, Kende u. 13-17, H-1111, Budapest XI, Hungary

    I. Deák

Authors
  1. I. Deák
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

About this article

Cite this article

Deák, I. An economical method for random number generation and a normal generator. Computing 27, 113–121 (1981). https://doi.org/10.1007/BF02243545

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02243545

Keywords

Search

Navigation