English Explanatory Dictionary

Box-Muller transform

English dictionary entry

Meanings

noun
  1. A pseudorandom number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

Word forms

Box-Muller transform

Etymology

Named after George Edward Pelham Box and Mervin Edgar Muller, though introduced earlier by Paley and Wiener.

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