2010-09-09T13:18:48Z http://www.jstatsoft.org/oai

oai.jstatsoft/v05/i08 2000-10-02

The Ziggurat Method for Generating Random Variables George Marsaglia Wai Wan Tsang 2000-10-02 Journal of Statistical Software i, and reals w_i. Some 99% of the time, the required x is produced by: Generate a random 32-bit integer j and let i be the index formed from the rightmost 8 bits of j. If j < k, return x = j x w_i. We illustrate with C code that provides for inline generation of both normal and exponential variables, with a short procedure for settting up the necessary tables.]]> Statistics Software http://www.jstatsoft.org/v05/i08 http://www.jstatsoft.org/v05/i08/paper Text Software Dataset