Question

How to generate gaussian random variable from uniform distribution?

Answer 1

Answer:

The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller,[1] 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 method was in fact first mentioned explicitly by Raymond E. A. C. Paley and Norbert Wiener in 1934.[

Answer 2

Answer:

The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller,[1] 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 method was in fact first mentioned explicitly by Raymond E. A. C. Paley and Norbert Wiener in 1934.[2]