Normal distribution random number generator -- WANTED

Brian Adkins adkins at skink.cis.ohio-state.edu
Thu Dec 13 05:32:29 AEST 1990


>>I'm not sure if this is exactly what you want, but the Box-Muller method
>>takes a pair of independent uniform variables ("regular random numbers") 
>                 ^^^^^^^^^^^
>If the two variables you start with are correlated, the resulting numbers
>won't have a normal distribution.  Make sure you have a good RNG if you use

Well what do you think I mean when I say independent uniform variables? 



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