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 |
| _version_ | 1819023593502146560 |
|---|---|
| author | Philip H. W. Leong Ganglie Zhang Dong-U Lee Wayne Luk John Villasenor |
| author_facet | Philip H. W. Leong Ganglie Zhang Dong-U Lee Wayne Luk John Villasenor |
| author_sort | Philip H. W. Leong |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-21T04:41:22Z |
| format | Article |
| id | doaj.art-d8d3dada03cf4290b0fa83091cd98bf5 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-12-21T04:41:22Z |
| publishDate | 2005-02-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-d8d3dada03cf4290b0fa83091cd98bf52022-12-21T19:15:41ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602005-02-011211410.18637/jss.v012.i0737A Comment on the Implementation of the Ziggurat MethodPhilip H. W. LeongGanglie ZhangDong-U LeeWayne LukJohn VillasenorWe 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.http://www.jstatsoft.org/index.php/jss/article/view/1433 |
| spellingShingle | Philip H. W. Leong Ganglie Zhang Dong-U Lee Wayne Luk John Villasenor A Comment on the Implementation of the Ziggurat Method Journal of Statistical Software |
| title | A Comment on the Implementation of the Ziggurat Method |
| title_full | A Comment on the Implementation of the Ziggurat Method |
| title_fullStr | A Comment on the Implementation of the Ziggurat Method |
| title_full_unstemmed | A Comment on the Implementation of the Ziggurat Method |
| title_short | A Comment on the Implementation of the Ziggurat Method |
| title_sort | comment on the implementation of the ziggurat method |
| url | http://www.jstatsoft.org/index.php/jss/article/view/1433 |
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