Box–Muller transform

GPTKB entity

Statements (22)
Predicate Object
gptkbp:instanceOf gptkb:algorithm
gptkb:logic
gptkbp:alternativeTo Marsaglia polar method
gptkbp:field gptkb:probability_theory
computer science
statistics
gptkbp:form Z0 = sqrt(-2 ln U1) cos(2π U2)
Z1 = sqrt(-2 ln U1) sin(2π U2)
https://www.w3.org/2000/01/rdf-schema#label Box–Muller transform
gptkbp:input two independent uniformly distributed random numbers
gptkbp:inventedBy gptkb:George_E._P._Box
Mervin E. Muller
gptkbp:namedAfter gptkb:George_E._P._Box
Mervin E. Muller
gptkbp:output two independent standard normally distributed random numbers
gptkbp:publicationYear 1958
gptkbp:publishedIn gptkb:Annals_of_Mathematical_Statistics
gptkbp:relatedTo gptkb:normal_distribution
random number generation
gptkbp:usedFor generating normally distributed random numbers
gptkbp:bfsParent gptkb:George_Edward_Pelham_Box
gptkbp:bfsLayer 7