JMASM22: A Convenient Way Of Generating Normal Random Variables Using Generalized Exponential Distribution
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May 1, 2006
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Debasis Kundu
Indian Institute of Technology, Kanpur, India
Anubhav Manglick
Indian Institute of Technology, Kanpur, India
Rameshwar D. Gupta
Department of Computer Science and Applied Statistics, University of New Brunswick
Abstract
A convenient method to generate normal random variable using a generalized exponential distribution is proposed. The new method is compared with the other existing methods and it is observed that the proposed method is quite competitive with most of the existing methods in terms of the K − S distances and the corresponding p-values.
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