Abstract
Two methods for transforming uniformly distributed random numbers into normally distributed random numbers are considered in conjunction with linear congruential generators. The two-dimensional lattice structure of the uniform random numbers is transformed by the Box-Muller method into a spiral structure and by the polar method into a club-shaped structure. The approximation of the two-dimensional normal distribution and the independence of the associated random variables are discussed.
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Afflerbach, L., Wenzel, K. Normal random numbers lying on spirals and clubs. Statistical Papers 29, 237–244 (1988). https://doi.org/10.1007/BF02924529
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DOI: https://doi.org/10.1007/BF02924529