Journal of Applied and Pure Mathematics

  • 제4권5_6호
  • /
  • Pages.263-268
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  • 2022
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  • 2671-4000(pISSN)
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  • 2636-1612(eISSN)
한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
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ALTERNATIVE PROOF OF MARSAGLIA'S METHOD

  • SOON-GEOL, KWON (Department of Mathematics Education, Sunchon National University)
  • 투고 : 2022.09.26
  • 심사 : 2022.10.27
  • 발행 : 2022.11.30
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초록

We derive an alternative proof of Marsaglia's method for generating a pair of independent standard normal random variables.

키워드

과제정보

This work is supported by a research promotion program of SCNU.

참고문헌

  1. R.V. Hogg, J.W. McKean, and A.T. Craig, Introduction to Mathematical Statistics, 8th Edition, Pearson, Boston, 2019.
  2. D.E. Knuth, Art of Computer Programming, Volume 2: Seminumerical Algorithms, 3rd Edition, Addison-Wesley, Berkeley, 1998.
  3. G. Marsaglia, T.A. Bray, A Convenient Method for Generating Normal Variables, SIAM Review 6 (1964), 260-264.
  4. S. Ross, A First Course In Probability, 9th Edition, Pearson, Harlow, 2019.