Further consideration on normal random variable generator

  • Masaaki Sibuya


In a previous paper [3] the author considered a computer technique for generating exponential random variables and its applications to the generation of random variables of other types. He suggested to combine the new exponential random variable generator with J. C. Butcher’s method [1] to get normal random deviates. In this note, an improvement of the idea is shown with a remark on the rejection technique in the Monte Carlo method.


Probability Density Function Exponential Random Variable Scheme Procedure Uniform Random Variable Poisson Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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  1. [1]
    J. C. Butcher, “Random sampling from the normal distribution,”The Computer Jour., Vol. 3 (1960), pp. 251–3.MathSciNetzbMATHCrossRefGoogle Scholar
  2. [2]
    G. Marsaglia, “Generating exponential random variables,”Ann. Math. Stat., Vol. 32 (1961), pp. 899–900.MathSciNetzbMATHCrossRefGoogle Scholar
  3. [3]
    M. Sibuya, “On exponential and other random variable generators,”Ann. Inst. Stat. Math., Vol. 13 (1961), pp. 231–237.MathSciNetzbMATHCrossRefGoogle Scholar

Copyright information

© Institute of Statistical Mathematics 1962

Authors and Affiliations

  • Masaaki Sibuya
    • 1
  1. 1.The Institute of Statistical MathematicsUSA

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