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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
A Comment on the Implementation of the Ziggurat Method | Leong | Journal of Statistical Software
Authors: Philip H. W. Leong, Ganglie Zhang, Dong-U Lee, Wayne Luk, John Villasenor
Title: A Comment on the Implementation of the Ziggurat Method
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.

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Paper: A Comment on the Implementation of the Ziggurat Method     Download PDF (Downloads: 5394)
DOI: 10.18637/jss.v012.i07

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