In article <[EMAIL PROTECTED]>,
Ian Buckner <[EMAIL PROTECTED]> wrote:
>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.
It depends on which version is used. If what is used is
sqrt(-2.*ln(U))*((cos, sin)(2\pi*U), there is no rejection
whatever.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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