Comment on ``Algorithm for normal random numbers''
Abstract
We have performed some simple statistical tests on the recently proposed algorithm for generating normally distributed random numbers and we find that it has some serious flaws with regard to practical application. In particular, we find that there is a statistically significant difference between the sample mean and that expected when using the original authors' recommended parameters of the algorithm. Only by significantly increasing these parameters, at the cost of considerable extra computational effort, do we get satisfactory statistics.
 Publication:

Physical Review E
 Pub Date:
 May 2001
 DOI:
 10.1103/PhysRevE.63.058701
 Bibcode:
 2001PhRvE..63e8701P
 Keywords:

 02.70.Rr;
 02.90.+p;
 General statistical methods;
 Other topics in mathematical methods in physics