Comparing Inverse, Polar, and Rectangle-Wedge-Tail Fortran Routines for Pseudo-Random Normal Number Generation
| Autor: | Silas Halperin, Michael Dolker |
|---|---|
| Rok vydání: | 1982 |
| Předmět: |
Pseudorandom number generator
Fortran Applied Mathematics Subroutine 05 social sciences 050401 social sciences methods 050301 education Inverse Marsaglia polar method Education Standard normal deviate 0504 sociology Developmental and Educational Psychology Rectangle Normal number 0503 education Algorithm computer Applied Psychology Mathematics computer.programming_language |
| Zdroj: | Educational and Psychological Measurement. 42:223-226 |
| ISSN: | 1552-3888 0013-1644 |
| DOI: | 10.1177/0013164482421026 |
| Popis: | A FORTRAN IV version of the Marsaglia rectangle-wedge-tail algorithm and IMSL's commercially available Box-Muller polar method of normal deviate pseudo-random number generation were combined with various linear congruential uniform pseudo-random number generations and tested on a 32-bit-word IBM 370/155 computer. Looking at their relative speed and degree of meeting normality as joint performance criteria placed Marsaglia's method very slightly ahead of Box-Muller's. A commercially available IMSL inverse normal subroutine performed least effectively. |
| Databáze: | OpenAIRE |
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