A Comment on the Implementation of the Ziggurat Method
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.
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2005-02-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1433 |