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Diff — Box–Muller transform

Revision #728 → #1049 · back to history

addedBox–Muller transform791e1786dfe0
addedBasic form setupedd161932876
addedZ0 and Z1 are independent standard normalddb3154004da
addedPolar coordinate derivation8ddb0cfdbe2c
addedR^2 chi-squared / exponentialde9168c6b2c1
addedPolar form constructione0dba7948e6e
addeds uniformly distributed on (0,1)f14e28156314
addedAngle θ uniform and independent of s553a3230f307
addedPolar form produces standard normal deviates289425398f76
addedPolar method rejection rate7f959dcba7b8
addedCost of basic form8001b30d115c
addedCost of polar form36c4493a326e
addedTail truncation bound53f4e77fee11
addedC++ generation with mean μ and variance σ²40979c403ea5