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

Günter Tirler; Peter Dalgaard; Wolfgang Hörmann; Josef Leydold

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

Günter Tirler, Peter Dalgaard, Wolfgang Hörmann, Josef Leydold

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU Working Paper

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.

Original language	English
Place of Publication	Vienna
Publisher	Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
Publication status	Published - 2003

Publication series

Name	Preprint Series / Department of Applied Statistics and Data Processing
No.	48

WU Working Paper Series

Preprint Series / Department of Applied Statistics and Data Processing

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1 Journal article

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.
Publication: Scientific journal › Journal article › peer-review

Cite this

Tirler, Günter ; Dalgaard, Peter ; Hörmann, Wolfgang et al. / An Error in the Kinderman-Ramage Method and How to Fix It. March 2003. ed. 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; 48).

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An Error in the Kinderman-Ramage Method and How to Fix It. / Tirler, Günter; Dalgaard, Peter; Hörmann, Wolfgang et al.

March 2003. ed. 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; No. 48).

Publication: Working/Discussion Paper › WU Working Paper

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

Abstract

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WU Working Paper Series

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

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