The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller, is a random number sampling method for generating pairs of independent...

g. the Box–Muller transform) may be preferred computationally. It is often the case that, even for simple distributions, the inverse transform sampling...

transform Z-transform Karhunen–Loève transform Affine transformation (Euclidean geometry) Bäcklund transform Bilinear transform Box–Muller transform Burrows–Wheeler...

Edgar Muller (1 June 1928 – 3 December 2018) was an American computer scientist and mathematician. The Box–Muller transform is named after him. Muller was...

inverse transform method is not efficient. However, there is an exact method, the Box–Muller transformation, which uses the inverse transform to convert...

George Edward Pelham Box FRS (18 October 1919 – 28 March 2013) was a British statistician, who worked in the areas of quality control, time-series analysis...

normally distributed random numbers, the Marsaglia polar method and the Box–Muller transform, which require at least one logarithm and one square root calculation...

logarithm is rarely evaluated. The ziggurat algorithm is faster than the Box–Muller transform and still exact. In about 97% of all cases it uses only two random...

polar coordinates (r, θ), where r2~χ22 and θ~UNIFORM(0,2π) (see Box–Muller transform). The outputs of multiple independent RNGs can be combined (for example...

normal variates (which can be generated, for example, by using the Box–Muller transform). Let x be μ + Az. This has the desired distribution due to the affine...