A Comment on the Implementation of the Ziggurat Method Export

@article{Leong05, 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.}, author = {Leong, Philip H. W. and Zhang, Ganglie and Lee, Dong U. and Luk, Wayne and Villasenor, John}, citeulike-article-id = {4879364}, issn = {1548-7660}, journal = {Journal of Statistical Software}, keywords = {random, ziggurat}, month = {February}, number = {7}, pages = {1--4}, posted-at = {2009-06-17 12:00:22}, priority = {2}, title = {A Comment on the Implementation of the Ziggurat Method}, volume = {12}, year = {2005} }

TY - JOUR ID - Leong05 L3 - citeulike-article-id:4879364 N2 - 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. IS - 7 JF - Journal of Statistical Software SN - 1548-7660 EP - 4 TI - A Comment on the Implementation of the Ziggurat Method VL - 12 SP - 1 KW - random KW - ziggurat AU - Leong, Philip AU - Zhang, Ganglie AU - Lee, Dong AU - Luk, Wayne AU - Villasenor, John PY - 2005/02// ER -