SIGSIM Simul. Dig. volume 3, issue 3, P18-32 1972 DOI: 10.1145/1099004.1099006 View full text
Walter L. Whipple

Abstract: A frequently used technique for generating non-uniform random numbers is to combine uniform random numbers. For example, the sum of two uniform random numbers yields a triangular distribution. The difference yields another which will be statistically independent. A normally distributed random number is obtained from the sum of n uniformly distributed random numbers if n is large according to the central limit theorem. Actually, each of the n linearly independent combinations of n random numbers will be a stati…

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