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Normal Deviate



See also

Box-Muller Transformation, Normal Distribution

References

Box, G. E. P. and Muller, M. E. "A Note on the Generation of Random Normal Deviates." Ann. Math. Stat. 28, 610-611, 1958.Muller, M. E. "Generation of Normal Deviates." Tech. Rep. No. 13. Statistical Techniques Research Group. Princeton, NJ: Princeton University. n.d.Muller, M. E. "An Inverse Method for the Generation of Random Normal Deviates on Large-Scale Computers." Math. Tables Aids Comput. 12, 167-174, 1958.Muller, M. E. "A Comparison of Methods for Generating Normal Deviates on Digital Computers." J. Assoc. Comput. Mach. 6, 376-383, 1959.