This article describes an approach towards a random number generator that passes all of the stringent tests for randomness we have put to it, and that is able to produce exactly the same sequence of uniform random variables in a wide variety of computers, including TRS80, Apple, Macintosh,...

Here is a method for very fast evaluation of the inverse of the normal distribution--in two versions. The first, given u, rapidly produces the solution x to 2 , to within the accuracy available in single precision arithmetic. The second is faster. Using one less term in an expansion, it provides...