Comment on “Algorithm for normal random numbers”

M. I. J. Probert
Phys. Rev. E 63, 058701 – Published 9 April 2001
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Abstract

We have performed some simple statistical tests on the recently proposed algorithm for generating normally distributed random numbers and we find that it has some serious flaws with regard to practical application. In particular, we find that there is a statistically significant difference between the sample mean and that expected when using the original authors’ recommended parameters of the algorithm. Only by significantly increasing these parameters, at the cost of considerable extra computational effort, do we get satisfactory statistics.

  • Received 11 August 2000

DOI:https://doi.org/10.1103/PhysRevE.63.058701

©2001 American Physical Society

Authors & Affiliations

M. I. J. Probert*

  • Cavendish Laboratory, University of Cambridge, Madingley Road, Cambridge CB3 0HE, United Kingdom

  • *Author to whom correspondence should be addressed

Comments & Replies

Reply to “Comment on ‘Algorithm for normal random numbers’ ”

Julio F. Fernández and Carlos Criado
Phys. Rev. E 63, 058702 (2001)

Original Article

Algorithm for normal random numbers

Julio F. Fernández and Carlos Criado
Phys. Rev. E 60, 3361 (1999)

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Vol. 63, Iss. 5 — May 2001

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