A Modified Ziggurat Algorithm for Generating Exponentially- and Normally-Distributed Pseudorandom Numbers

McFarland, C. D. (2016). A Modified Ziggurat Algorithm for Generating Exponentially- and Normally-Distributed Pseudorandom Numbers. Journal of Statistical Computation and Simulation, 1281-1294.

Type

Journal article

Intellectual base

Primary research

Year

2016

DOI

10.1080/00949655.2015.1060234

Link

https://doi.org/10.1080/00949655.2015.1060234

Cited by

1 citation across 1 artifact.

Domain-specific

• Ziggurat Algorithm
  • … could create detectable dependencies and supplied an improved double-precision normal generator with a pluggable uniform source. McFarland later rearranged layers entirely beneath the density and sampled the residual overhangs using triangular domains, retaining the ziggurat idea while changing the slow-path geometry.

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