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A Comment on the Implementation of the Ziggurat Method

by: Philip H. W. Leong, Ganglie Zhang, Dong U. Lee, Wayne Luk, John Villasenor
Journal of Statistical Software, Vol. 12, No. 7. (February 2005), pp. 1-4.

X Abstract

We show that the short period of the uniform random number generator in the published implementation of Marsaglia and Tsang's Ziggurat method for generating random deviates can lead to poor distributions. Changing the uniform random number generator used in its implementation fixes this issue.

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