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.

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Year of publication:	2005-02-08
Authors:	Leong, Philip H. W. ; Zhang, Ganglie ; Lee, Dong-U ; Luk, Wayne ; Villasenor, John
Published in:	Journal of Statistical Software. - American Statistical Association. - Vol. 12.2005, i07
Publisher:	American Statistical Association

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Extent:	text/html
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005106022