Marsaglia polar method

id: marsaglia-polar-method-294-3853619
title: Marsaglia polar method
text: The Marsaglia polar method is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. Standard normal random variables are frequently used in computer science, computational statistics, and in particular, in applications of the Monte Carlo method. The polar method works by choosing random points (x, y) in the square −1 < x < 1, −1 < y < 1 until and then returning the required pair of normal random variables as or, equivalently, where x / s an
brand slug: wiki
category slug: encyclopedia
description: Method for generating pseudo-random numbers
original url: https://en.wikipedia.org/wiki/Marsaglia_polar_method
date created:
date modified: 2024-03-02T18:40:37Z
main entity: {"identifier":"Q1670367","url":"https://www.wikidata.org/entity/Q1670367"}
image:
fields total: 13
integrity: 14

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