A fast procedure for generating normal random variables.

George Marsaglia M. Donald MacLaren T. A. Bray

Published in: Commun. ACM (1964)

Keyphrases

graph cuts
random variables
graphical models
probability distribution
conditional independence
stochastic optimization problems
latent variables

joint distribution
bayesian networks
distribution function
directed acyclic graph
independent and identically distributed
additive noise

probability density
normal distribution
lead time
conditional probabilities
probabilistic model
conditional distributions

continuous variables
marginal distributions
markov property
joint probability distribution
identically distributed
random vectors