This is a random number generator that generates random deviates according to the standard Normal distribution.
The Box-Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958) is a pseudo-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.
The polar method (attributed to George Marsaglia, 1964) is a pseudo-random number sampling method for generating a pair of independent standard normal random variables.
This is a random number generator that generates random deviates according to the Normal distribution.
An alias for
The Ziggurat algorithm is an algorithm for pseudo-random number sampling from the Normal distribution.
This is an improved version of the Ziggurat algorithm as proposed in the reference.
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