Accession Number : AD0612430


Title :   STILL ANOTHER METHOD FOR PRODUCING NORMAL VARIABLES IN A COMPUTER


Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA


Personal Author(s) : Marsaglia, George


Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=AD0612430


Report Date : Jan 1965


Pagination or Media Count : 8


Abstract : A method for producing normal random variables in terms of uniform random variables U sub 1, U sub 2, U sub 3,.... If Y = U sub 1 + U sub 2 + U sub 3, then choosing one of the four random variables 2Y - 3, (4Y - 6)/3, (Y - 7)/2 or (Y + 4)/2 in the proportions .8365, .11506, .00372 and .00372 will produce the required normal variate 98.6 per cent of the time. The other 1.4 per cent is devoted to the tail or a rejection technique in order that the composite be exact. The method leads to very fast computer programs which are easy to code and occupy little space in the computer.


Descriptors :   *COMPUTER PROGRAMMING, NUMBERS, PROBABILITY, PRODUCTION, REAL VARIABLES


Subject Categories : Computer Programming and Software


Distribution Statement : APPROVED FOR PUBLIC RELEASE