@article{JSSv005i08,
title={The Ziggurat Method for Generating Random Variables},
volume={5},
url={https://www.jstatsoft.org/index.php/jss/article/view/v005i08},
doi={10.18637/jss.v005.i08},
abstract={We provide a new version of our ziggurat method for generating a random variable from a given decreasing density. It is faster and simpler than the original, and will produce, for example, normal or exponential variates at the rate of 15 million per second with a C version on a 400MHz PC. It uses two tables, integers k<sub>i</sub>, and reals w<sub>i</sub>. 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<sub>i</sub>. 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.},
number={8},
journal={Journal of Statistical Software},
author={Marsaglia, George and Tsang, Wai Wan},
year={2000},
pages={1–7}
}