Web: https://www.r-bloggers.com/2022/09/why-is-this-algorithm-simulating-a-normal-variate/

Sept. 14, 2022, 10:22 p.m. | xi'an

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A backward question from X validated as to why the above is a valid Normal generator based on exponential generations. Which can be found in most textbooks (if not ours). And in The Bible, albeit as an exercise. The validation proceeds from the (standard) Exponential density dominating the (standard) Normal ...


Continue reading: why is this algorithm simulating a Normal variate?

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