The Marsaglia polar method is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. Standard normal random variables are frequently used in computer science, computational statistics, and in particular, in applications of the Monte Carlo method.
The Marsaglia polar method is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. Standard normal random variables are frequently used in computer science, computational statistics, and in particular, in applications of the Monte Carlo method.
Source: Wikipedia "Marsaglia polar method" · CC BY-SA 4.0
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