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

Günter Tirler, Peter Dalgaard, Wolfgang Hörmann, Josef Leydold

Publication: Working/Discussion PaperWU 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 languageEnglish
Place of PublicationVienna
PublisherDepartment of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
Publication statusPublished - 2003

Publication series

NamePreprint 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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