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A Comparison of Methods for Generating Normal Deviates on Digital Computers

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Published:01 July 1959Publication History
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Abstract

Two methods recently developed for generating normal deviates within a computer are reviewed along with earlier proposals. A comparison of the various methods for application on an IBM 704 is given. The new direct method gives higher accuracy than previous methods of comparable speed. The detailed inverse technique proposed yields accuracy comparable with, or better than, most previous proposals using about one-quarter the computing time.

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      • Published in

        cover image Journal of the ACM
        Journal of the ACM  Volume 6, Issue 3
        July 1959
        130 pages
        ISSN:0004-5411
        EISSN:1557-735X
        DOI:10.1145/320986
        Issue’s Table of Contents

        Copyright © 1959 ACM

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        Association for Computing Machinery

        New York, NY, United States

        Publication History

        • Published: 1 July 1959
        Published in jacm Volume 6, Issue 3

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