Converting a Uniform Distribution to a Normal Distribution

algorithm language-agnostic random normal-distribution
Terhorst picture Terhorst · Sep 16, 2008 · Viewed 114.4k times · Source

How can I convert a uniform distribution (as most random number generators produce, e.g. between 0.0 and 1.0) into a normal distribution? What if I want a mean and standard deviation of my choosing?

Answer

Tyler picture Tyler · Sep 16, 2008

The Ziggurat algorithm is pretty efficient for this, although the Box-Muller transform is easier to implement from scratch (and not crazy slow).

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