Further consideration on normal random variable generator
- 39 Downloads
In a previous paper  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  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.
KeywordsProbability Density Function Exponential Random Variable Scheme Procedure Uniform Random Variable Poisson Random Variable
Unable to display preview. Download preview PDF.