Generation of Random Correlated Normal Variables [G5] (Algorithm A425) CACM May, 1972 Hurst, R. L. Knop, R. E. random number, normal density, normal distribution, Gaussian density, Gaussian distribution, simulation, Monte Carlo 5.5 CA720511 JB January 31, 1978 9:35 AM 1663 4 2349 2057 4 2349 2349 4 2349 2349 4 2349 2349 4 2349 2349 4 2349 2349 4 2349 2349 4 2349 2349 4 2349 2349 4 2349 2565 4 2349 1648 5 2349 1716 5 2349 1794 5 2349 1894 5 2349 2043 5 2349 2349 5 2349 2349 5 2349 2349 5 2349 501 5 2349 613 5 2349 774 5 2349