Root-Mean-Square Deviation

3-6 Test Interval

This Work

Box-Muller

von Neumann

μ ± ( 1 / 2 ) σ

6.09 × 10 1

6.09 × 10 1

6.09 × 10 1

μ ± σ

1.58 × 10 1

1.59 × 10 1

1.59 × 10 1

μ ± 2 σ

1.30 × 10 2

1.35 × 10 2

1.35 × 10 2

μ ± 3 σ

4.20 × 10 3

4.08 × 10 3

4.15 × 10 3

μ ± 4 σ

4.20 × 10 3

3.56 × 10 3

3.53 × 10 3

μ ± 5 σ

3.26 × 10 3

3.13 × 10 3

3.11 × 10 3