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An error in the Kinderman–Ramage method and how to fix it
- Source :
- Computational Statistics & Data Analysis. 47:433-440
- Publication Year :
- 2004
- Publisher :
- Elsevier BV, 2004.
-
Abstract
- An error in the Gaussian random variate generator by Kinderman and Ramage is described that results in the generation of random variates with an incorrect distribution. An additional statement that corrects the original algorithm is given.
- Subjects :
- Statistics and Probability
Statement (computer science)
Applied Mathematics
Gaussian
Statistical computation
Convolution random number generator
Computational Mathematics
symbols.namesake
Distribution (mathematics)
Random variate
Computational Theory and Mathematics
symbols
Algorithm
Generator (mathematics)
Mathematics
Subjects
Details
- ISSN :
- 01679473
- Volume :
- 47
- Database :
- OpenAIRE
- Journal :
- Computational Statistics & Data Analysis
- Accession number :
- edsair.doi...........2f62f16e7ac055cf915c6f4ae8f2b093
- Full Text :
- https://doi.org/10.1016/j.csda.2003.11.019