Still Another Method for Producing Normal Variables in a Computer

摘要

A method for producing normal random variables in terms of uniform random variables U sub 1, U sub 2, U sub 3,.... If Y = U sub 1 + U sub 2 + U sub 3, then choosing one of the four random variables 2Y - 3, (4Y - 6)/3, (Y - 7)/2 or (Y + 4)/2 in the proportions .8365, .11506, .00372 and .00372 will produce the required normal variate 98.6 per cent of the time. The other 1.4 per cent is devoted to the tail or a rejection technique in order that the composite be exact. The method leads to very fast computer programs which are easy to code and occupy little space in the computer. (Author)