The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
A Comparison of Methods for Generating Normal Deviates on Digital Computers
Journal of the ACM (JACM)
Empirical Tests of an Additive Random Number Generator
Journal of the ACM (JACM)
Uniform Random Number Generators
Journal of the ACM (JACM)
A comparison of the correlational behavior of random number generators for the IBM 360
Communications of the ACM
Computer Methods for Mathematical Computations
Computer Methods for Mathematical Computations
Approximations for Digital Computers
Approximations for Digital Computers
Gaussian random number generators
ACM Computing Surveys (CSUR)
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This study is concerned with evaluation of the goodness of fit and randomness of unit normal variates generated from combinations of several unit uniform generators and several normal transformation algorithms. The basic conclusion is that use of a good, theoretically exact transformation in conjunction with a theoretically good unit uniform generator does not necessarily guarantee variates with good statistical properties. In many cases generators which aren't quite so good when combined with transformation algorithms which also aren't quite so good, will yield variates with statistical properties which are superior to those of the “better” generators.