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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"gaussian random bivariate generation"" "subject:"gaussian random covariate generation""

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An Error in the Kinderman-Ramage Method and How to Fix It

Tirler, Günter, Dalgaard, Peter, Hörmann, Wolfgang, Leydold, Josef January 2003 (has links) (PDF)
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. / Series: Preprint Series / Department of Applied Statistics and Data Processing
MSC 65C10
Gaussian random variate generation

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