This is the Box-Muller method (the polar form version) for generating two standard normal (Gaussian) distributed variables using two uniform distributed variables.
List of symbols
|
Two independent uniform [0,1] distributed random variables
|
|
Two independent normal (Gaussian) distributed random variable |
All text and equations on this page are freely available under the terms of the GNU Free Documentation License
 distributed random numbers.png "Generating Normal (Gaussian) distributed random numbers equation")
 distributed random numbers.gif){kind=link}