Resource title

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

Resource image

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Resource description

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. (author's abstract) ; Series: Preprint Series / Department of Applied Statistics and Data Processing

Resource author

Günter Tirler, Peter Dalgaard, Wolfgang Hörmann, Josef Leydold

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/218/1/document.pdf

Resource license

Adapt according to the license agreement. Always reference the original source and author.