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Re: gaussian random number generator ?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg20935] Re: [mg20858] gaussian random number generator ?
  • From: "DIAMOND Mark" <noname at noname.com>
  • Date: Wed, 1 Dec 1999 01:50:03 -0500 (EST)
  • Organization: The University of Western Australia
  • References: <815d09$4hv@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Tomas Garza wrote in message <815d09$4hv at smc.vnet.net>...
>Jean-Paul Roy [roy at unice.fr] wrote:
>
>> Where can I find readable sources for implementations
>> of gaussian random number generator ?
>
>So, what's wrong with the one in Add-On Statistics`?

If you are interested in theoretical questions related to implementation,
rather than simply obtaining suitable pseudo-random numbers,
you might want to look at

Numerical Recipes in C : The Art of Scientific Computing
by William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P.
Flannery
Hardcover - 994 pages 2nd edition (January 1993)
Cambridge Univ Pr (Short); ISBN: 0521431085







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