Generating Random Numbers Based on the Normal Distribution
The Box-Muller method is used to generate random numbers based on the normal distribution.
| \(\normalsize Box-Muller's\ Method\\ Z_{1} = \sqrt{-2 \ln U_{1}} \cos 2 \pi U_{2} \\ Z_{2} = \sqrt{-2 \ln U_{1}} \sin 2 \pi U_{2} \\ U_{1},\ U_{2}\ :\ Uniform\ random\ number\ (0,1) \) |
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