Box-Muller Transform Definition

noun

A pseudorandom number sampling method for generating pairs of independent , standard , normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

Wiktionary

Origin of Box-Muller Transform

  • Named after George Edward Pelham Box and Mervin Edgar Muller, though introduced earlier by Paley and Wiener.

    From Wiktionary

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