GRAN1: Gauss procedure to generate normal random numbers
AbstractWe implement here a fast algorithm of small size due to Leva (1992).
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Bibliographic InfoSoftware component provided by Tecnológico de Monterrey, Campus Ciudad de México in its series EGAP Computer Code with number 2007-02.
Programming language: GAUSS
Date of creation: Mar 2007
Date of revision:
normal distribution; normal random numbers; pseudo-random numbers; normal variates; GAUSS;
Find related papers by JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
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