13 years ago
Curious Murdoc
Favorite Answer
Central Limit Thorem Method
The Central Limit Theorm states that the sum of N randoms will approach normal distribution as N approaches infinity.
Box-Muller Method
The Box-Muller method uses the technique of inverse transformation to turn two uniformly distributed randoms, U1 and U2, into two unit normal randoms, X and Y.
>>http://www.dspguru.com/howto/tech/wgn.htm - Has code and all
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