An Error in the Kinderman-Ramage Method and How to Fix It

Günter Tirler, Peter Dalgaard, Wolfgang Hörmann, and Josef Leydold


An error in the Gaussian random variate generator by Kinderman and Ramage is described that results in the generation of random variates with an incorrect distribution. An additional statement that corrects the original algorithm is given.

Mathematics Subject Classification: 65C10 (Random Number Generation)

CR Categories and Subject Descriptors: G.3 [Probability and Statistics]: Random number generation

General Terms: Algorithms

Key Words: Gaussian random variate generation

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