Journal of Applied and Pure Mathematics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지
DOI QR코드

DOI QR Code

ALTERNATIVE PROOF OF MARSAGLIA'S METHOD

  • SOON-GEOL, KWON (Department of Mathematics Education, Sunchon National University)
  • Received : 2022.09.26
  • Accepted : 2022.10.27
  • Published : 2022.11.30
Download PDF
⟨ Previous Next ⟩

Abstract

We derive an alternative proof of Marsaglia's method for generating a pair of independent standard normal random variables.

Keywords

Acknowledgement

This work is supported by a research promotion program of SCNU.

References

  1. R.V. Hogg, J.W. McKean, and A.T. Craig, Introduction to Mathematical Statistics, 8th Edition, Pearson, Boston, 2019.
  2. D.E. Knuth, Art of Computer Programming, Volume 2: Seminumerical Algorithms, 3rd Edition, Addison-Wesley, Berkeley, 1998.
  3. G. Marsaglia, T.A. Bray, A Convenient Method for Generating Normal Variables, SIAM Review 6 (1964), 260-264.
  4. S. Ross, A First Course In Probability, 9th Edition, Pearson, Harlow, 2019.