S
Simon C
Member
Hi
Both of these algorithms generate a pair of standard normal random variates.
As the Core Reading only really states them and doesn't give much indication of how they have been arrived at, I'm a little unsure of how they should be used in practice and what practices are/aren't valid.
1) If I only require 1 standard normal random variate, is it valid to just choose one of the pair of variates produced?
2) Assuming the answer to question 1 is "yes", does it matter which one of the pair I choose?
3) If I require, say, 4 standard normal random variates, must I produce two pairs of variates or could I just produce 4 variates using only one of the algorithms? Q&A 4.24 (ii) seems to suggest the latter is the usual method which makes me wonder why we ever need to think about the second algorithm.
Thanks
Simon
Both of these algorithms generate a pair of standard normal random variates.
As the Core Reading only really states them and doesn't give much indication of how they have been arrived at, I'm a little unsure of how they should be used in practice and what practices are/aren't valid.
1) If I only require 1 standard normal random variate, is it valid to just choose one of the pair of variates produced?
2) Assuming the answer to question 1 is "yes", does it matter which one of the pair I choose?
3) If I require, say, 4 standard normal random variates, must I produce two pairs of variates or could I just produce 4 variates using only one of the algorithms? Q&A 4.24 (ii) seems to suggest the latter is the usual method which makes me wonder why we ever need to think about the second algorithm.
Thanks
Simon