A Comparison of Methods for Generating Normal Deviates on Digital Computers
- 1 July 1959
- journal article
- Published by Association for Computing Machinery (ACM) in Journal of the ACM
- Vol. 6 (3) , 376-383
- https://doi.org/10.1145/320986.320992
Abstract
Two methods recently developed for generating normal deviates within a computer are reviewed along with earlier proposals. A comparison of the various methods for application on an IBM 704 is given. The new direct method gives higher accuracy than previous methods of comparable speed. The detailed inverse technique proposed yields accuracy comparable with, or better than, most previous proposals using about one-quarter the computing time.Keywords
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