1992/12/01 by Joseph L. Leva · 79 citations
Computer Science · Mathematics · #Algorithm #Algorithms and Data Compression #Artificial intelligence #Bounding overwatch #Chaos-based Image/Signal Encryption #Computer science #Distribution (mathematics) #Fortran #Generator (circuit theory) #Geometry #Logarithm #Mathematical analysis #Mathematics #Normal distribution #Numerical Methods and Algorithms #Power (physics) #Pseudorandom number generator #Quadratic equation #Random number generation #Set (abstract data type) #Statistics
paper · pdf · doi:10.1145/138351.138364
published in ACM Transactions on Mathematical Software 18(4), 449-453 (Association for Computing Machinery)
openalex publication_date 1992/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/05/21
A method is presented for generating pseudorandom numbers with a normal distribution. The technique uses the ratio of uniform deviates method discovered by Kinderman and Monahan with an improved set of bounding curves. An optimized quadratic fit reduces the expected number of logarithm evaluations to 0.012 per normal deviate. The method gives a theoretically correct distribution and can be implemented in 15 lines of FORTRAN. Timing and source size comparisons are made with other methods for generating normal deviates. The proposed algorithm compares favorably with some of the better algorithms.