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arxiv.org
arxiv.org › abs › 2008.03855
[2008.03855] An Improved Exact Sampling Algorithm for the Standard Normal Distribution
Feb 22, 2026 — In 2016, Karney proposed an exact sampling algorithm for the standard normal distribution. In this paper, we study the computational complexity of this algorithm under the random deviate model. Specif...
⏱ 3 min read
doi.org
doi.org › 10.1007%2Fs00180-021-01136-w
An improved exact sampling algorithm for the standard normal distribution | Computational Statistics | Springer Nature Link
Feb 22, 2026 — In 2016, Karney proposed an exact sampling algorithm for the standard normal distribution. In this paper, we study the computational complexity of this algorithm under the random deviate model. Specif...
⏱ 13 min read
arxiv.org
arxiv.org › abs › 1303.6257
[1303.6257] Sampling exactly from the normal distribution
Feb 22, 2026 — An algorithm for sampling exactly from the normal distribution is given. The algorithm reads some number of uniformly distributed random digits in a given base and generates an initial portion of the ...
⏱ 4 min read