Journal of Statistical Software

Authors:	Philip H. W. Leong, Ganglie Zhang, Dong-U Lee, Wayne Luk, John Villasenor
Title:	[download] (2147)A Comment on the Implementation of the Ziggurat Method
Reference:	Vol. 12, Issue 7, Feb 2005 Submitted 2004-11-06, Accepted 2005-02-08
Type:	Article
Abstract:	We show that the short period of the uniform random number generator in the published implementation of Marsaglia and Tsang's Ziggurat method for generating random deviates can lead to poor distributions. Changing the uniform random number generator used in its implementation fixes this issue.
Paper:	[download] (2147)A Comment on the Implementation of the Ziggurat Method (application/pdf, 166.1 KB)
Resources:	BibTeX \| OAI