The Box-Muller transform is a method for generating pairs of independent, standard, normally distributed random numbers starting from a source of uniformly distributed random numbers. It is named after George Edward Pelham Box and Mervin Edgar Muller, who published the method, although the underlying idea was mentioned earlier by Raymond Paley and Norbert Wiener in their 1934 work on Fourier transforms. The transform was developed as a computationally efficient alternative to inverse transform sampling for producing Gaussian random values, though newer methods such as the ziggurat algorithm now outperform it on some hardware.
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Origin Yearfirst mentioned explicitly by Paley and Wiener in their 1934 treatise on Fourier transforms Box-Muller Transform
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Source Box-Muller Transform (Wikipedia)
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Source Box-Muller Transform (Wikipedia)
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Source Box-Muller Transform (Wikipedia)
Source Box-Muller Transform (Wikipedia)
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1. Box-Muller Transform (Wikipedia)
Box-Muller Transform (Wikipedia)
Principal Result Of: George E. P. Box, Lead sentence of the article on the result
In mathematics, the Box-Muller transform, introduced by George Edward Pelham Box and Mervin Edgar Muller, is a random 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.
Principal Result Of: Mervin E. Muller, Lead sentence of the article on the result
In mathematics, the Box-Muller transform, introduced by George Edward Pelham Box and Mervin Edgar Muller, is a random 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.
Attributed To: George E. P. Box, Lead sentence, attribution
introduced by George Edward Pelham Box and Mervin Edgar Muller
Attributed To: Mervin E. Muller, Lead sentence, attribution
introduced by George Edward Pelham Box and Mervin Edgar Muller
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