Ian Buckner <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> The Box-Muller algorithm rejects roughly 22.5% of the
> generated points. I'm not aware of any bound on the number
> of consecutive rejections, other than a statistical one, hence
> my statement. I would welcome correction if this is not the case.
>
You're thinking of the Polar method, which is similar to Box Muller.
Box Muller doesn't have rejections, but it's slower on average.
Glen
=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at
http://jse.stat.ncsu.edu/
=================================================================
