George Marsaglia is a mathematician and computer scientist. He is perhaps best known for establishing the lattice structure^[1] of congruential random number generators in the paper "Random numbers fall mainly in the planes", often called the Marsaglia effect,^[2] or for developing the Diehard Battery of Tests of Randomness; a series of tests to determine whether or not a sequence of numbers have the statistical properties that could be expected from a random sequence.

In 1995 he published a CD-ROM of random numbers which included the Diehard tests.^[3]

He is also known for developing some of the most commonly used methods for generating random numbers and using them to produce random samples from various distributions. Some of the most widely used being the multiply-with-carry and Xorshift methods for random numbers, the Marsaglia polar method and the ziggurat algorithm for generating normally distributed random variables.

He is Professor Emeritus of Pure and Applied Mathematics and Computer Science at Washington State University and Professor Emeritus of Statistics at Florida State University.

[edit] See also

• Linear congruential generator

[edit] References

• Marsaglia, G., Tsang, W.W. (1998) The Monty Python method for generating random variables. ACM Transactions on Mathematical Software, 24 (3), 341–350.
• Marsaglia, G., Tsang, W.W. (2000). The Ziggurat Method for Generating Random Variables. Journal of Statistical Software 5 (8).

This article about a U.S. scientist is a stub. You can help Wikipedia by expanding it. v • d • e