The Ziggurat Method for Generating Random Variables

Marsaglia, G., & Tsang, W. W. (2000). The Ziggurat Method for Generating Random Variables. Journal of Statistical Software, 1-7.

Type

Journal article

Intellectual base

Primary research

Year

2000

Pages

1-7

DOI

10.18637/jss.v005.i08

DOI registrant

Foundation for Open Access Statistic

Link

https://doi.org/10.18637/jss.v005.i08

Cited by

1 citation across 1 artifact.

Domain-specific

• Ziggurat Algorithm
  • Only a small minority of points reach an overhang where the density must be evaluated, or the unbounded base strip where a separate tail sampler is required.

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