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

Günter Tirler; Peter Dalgaard; Wolfgang Hörmann; Josef Leydold

doi:10.57938/3ec7a1cf-9bde-41d8-99ba-5b9d1d9d70d1

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

Günter Tirler
, Peter Dalgaard
, Wolfgang Hörmann
, Josef Leydold

Statistics and Mathematics

Publikation: Working/Discussion Paper › WU Working Paper und Case

71 Downloads (Pure)

Abstract

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.

Originalsprache	Englisch
Erscheinungsort	Vienna
Herausgeber	Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/3ec7a1cf-9bde-41d8-99ba-5b9d1d9d70d1
Publikationsstatus	Veröffentlicht - 2003

Publikationsreihe

Reihe	Preprint Series / Department of Applied Statistics and Data Processing
Nummer	48

WU Working Papers und Cases

Preprint Series / Department of Applied Statistics and Data Processing

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10.57938/3ec7a1cf-9bde-41d8-99ba-5b9d1d9d70d1Lizenz: Nicht angegeben

DocumentEndgültige, publizierte Fassung, 249 KBLizenz: Nicht angegeben

1 Originalbeitrag in Fachzeitschrift

An Error in the Kinderman-Ramage Method and How to Fix It
Tirler, G., Hörmann, W. & Leydold, J., 2004, in: Computational Statistics and Data Analysis.
Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung › Begutachtung

Zitat

Tirler, G., Dalgaard, P., Hörmann, W., & Leydold, J. (2003). An Error in the Kinderman-Ramage Method and How to Fix It. (March 2003 Aufl.) Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business. Preprint Series / Department of Applied Statistics and Data Processing Nr. 48 https://doi.org/10.57938/3ec7a1cf-9bde-41d8-99ba-5b9d1d9d70d1

Tirler, Günter ; Dalgaard, Peter ; Hörmann, Wolfgang et al. / An Error in the Kinderman-Ramage Method and How to Fix It. March 2003. Aufl. Vienna : Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2003. (Preprint Series / Department of Applied Statistics and Data Processing; Nr. 48).

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Tirler, G, Dalgaard, P, Hörmann, W & Leydold, J 2003 'An Error in the Kinderman-Ramage Method and How to Fix It' Preprint Series / Department of Applied Statistics and Data Processing, Nr. 48, March 2003 Aufl., Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna. https://doi.org/10.57938/3ec7a1cf-9bde-41d8-99ba-5b9d1d9d70d1

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

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WU Working Papers und Cases

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

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