A combinatorial method for the generation of normally distributed random numbers

The proposed method generates standard normal variables x. In 84.27% of all cases sampling from the centre {Mathematical expression} of the normal distribution is carried out using a variant of J. v. Neumann's algorithm for the generation of exponentially distributed random numbers. For sampling from the tails {Mathematical expression} the same method by J. v. Neumann is combined with an acceptance-rejection approach of G. Marsaglia.