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Computing

, Volume 27, Issue 2, pp 113–121 | Cite as

An economical method for random number generation and a normal generator

  • I. Deák
Article

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.

Keywords

Random Number Computational Mathematic Number Generation Continuous Distribution Random Number Generation 
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.

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

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.

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References

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Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • I. Deák
    • 1
  1. 1.Computer and Automation InstituteHungarian Academy of SciencesBudapest XIHungary

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