The Box–Muller transform, 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. The method was first mentioned explicitly by Raymond E. A. C. Paley and Norbert Wiener in their 1934 treatise on Fourier transforms in the complex domain.
The Box–Muller transform, 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. The method was first mentioned explicitly by Raymond E. A. C. Paley and Norbert Wiener in their 1934 treatise on Fourier transforms in the complex domain.
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