Generation of Standard Normal Random Numbers
نویسندگان
چکیده
In this paper, we propose an easy method to generate standard normal random variables and this method is compared with the other existing methods. It is observed that the proposed method is quite competitive with most of the existing methods. Randomness of the generated sample is tested using the autocorrelation function and Ljung-Box test. Normality of the samples is checked with the help of relation between testing of hypothesis and confidence intervals.
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تاریخ انتشار 2012