Box–Muller Transform -- Adapted from 5.30 in text

 

It is possible to make a normally distributed random number by choosing two uniformly distributed random numbers on the interval from -1 to 1 such that the sum of their squares, which we will call r, is less than 1. Once you verify this you can calculate two Gaussian distributed random numbers by multiplying each of the numbers chosen by:

 

 

 

 

 

 

Note that if we applied the above operation to a pair of numbers that did not satisfy the condition the resulting random number would be imaginary.

 

The assignment is to test this method for making randomly distributed numbers.