To use all functions of this page, please activate cookies in your browser.

my.chemeurope.com

With an accout for my.chemeurope.com you can always see everything at a glance – and you can configure your own website and individual newsletter.

- My watch list
- My saved searches
- My saved topics
- My newsletter

## Marsaglia polar methodIn computer science – in particular, in applications of the Monte Carlo method – the ## Additional recommended knowledgeand then returning the required pair of normal random variables as ## Theoretical basisThe underlying theory may be summarized as follows. If will produce a point whose coordinates are jointly distributed as two independent standard normal random variables. ## HistoryThis idea dates back to Laplace, whom Gauss credits with finding by taking the square root of The transformation to polar coordinates makes evident that θ is
uniformly distributed (constant density) from 0 to 2π, and that the
radial distance (Note that This method of producing a pair of independent standard normal variates by radially projecting a random point on the unit circumference to a distance given by the square root of a chi-square-2 variate is called the polar method for generating a pair of normal random variables, ## Practical considerationsA direct application of this idea, is called the Box Muller transform, in which the chi variate is generated as but that transform requires logarithm, square root, sine and cosine functions. The Marsaglia polar method, in which
a random point ( is a faster procedure. That random point on the circumference is then radially projected the required random distance by means of using the same |

This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "Marsaglia_polar_method". A list of authors is available in Wikipedia. |