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Pseudorandom Number Sampling with the Box-Muller Transform

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The Box–Muller transform is a pseudorandom number sampling method for generating pairs of independent and normally distributed random numbers from uniformly distributed ones. See [1] for more details.

Contributed by: Grzegorz Szoniec (June 2014)
Open content licensed under CC BY-NC-SA

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Reference

[1] G. E. P. Box and M. E. Muller, "A Note on the Generation of Random Normal Deviates," The Annals of Mathematical Statistics, 29(2), 1958 pp. 610–611.

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