Box–Muller transform

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What Wikipedia says

In mathematics, the Box–Muller transform, introduced by George Edward Pelham Box and Mervin Edgar Muller, is a random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

Excerpt from the Wikipedia article “Box–Muller transform”, under the CC BY-SA 4.0 license. Read the article on Wikipedia

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