An Improved Ziggurat Method to Generate Normal Random Samples

Doornik, J. A. (2005). An Improved Ziggurat Method to Generate Normal Random Samples.

Type

Report

Intellectual base

Grey literature

Year

2005

Link

https://www.doornik.com/research/ziggurat.pdf

Cited by

1 citation across 1 artifact.

Domain-specific

• Ziggurat Algorithm
  • Marsaglia and Tsang's 2000 formulation supplies the canonical implementation for normal and exponential variates, while subsequent variants alter table layout or random-bit use without erasing this layered rejection architecture.

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Registry ID ref:89ff6834bdba · see in the full table