A fast procedure for generating normal random variables

Authors:
G. Marsaglia;M. D. MacLaren;T. A. Bray
Affiliations:
Boeing Scientific Research Laboratories, Seattle, WA;Boeing Scientific Research Laboratories, Seattle, WA;Boeing Scientific Research Laboratories, Seattle, WA
Venue:
Communications of the ACM
Year:
1964

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Abstract

A technique for generating normally distributed random numbers is described. It is faster than those currently in general use and is readily applicable to both binary and decimal computers.