IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v24y1975i1p132-135.html
   My bibliography  Save this article

On Using the Box‐Muller Transformation with Multiplicative Congruential Pseudo‐Random Number Generators

Author

Listed:
  • S. C. Chay
  • R. D. Fardo
  • M. Mazumdar

Abstract

In a recent paper, Neave has observed that the agreement between the observed and the expected frequencies is poor in the two tails of a normal distribution when the random normal deviates are generated by a multiplicative congruential scheme: xr+1 = bxr (mod M). In this note we show that for the particular example considered by Neave, the difficulty can be removed by reversing the order of the members of the pairs of successive pseudo‐random numbers obtained from this generator and then using them in Box–Muller's formula. An explanation for the observed agreement resulting from this permutation is then given in the light of Neave's analysis.

Suggested Citation

  • S. C. Chay & R. D. Fardo & M. Mazumdar, 1975. "On Using the Box‐Muller Transformation with Multiplicative Congruential Pseudo‐Random Number Generators," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 24(1), pages 132-135, March.
    • Handle: RePEc:bla:jorssc:v:24:y:1975:i:1:p:132-135
    DOI: 10.2307/2346711
    as

    Download full text from publisher

    File URL: https://doi.org/10.2307/2346711
    Download Restriction: no
    File URL: https://libkey.io/10.2307/2346711?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:24:y:1975:i:1:p:132-135. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.