Marsaglia polar method
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 and represent the cosine and sine of the angle that the vector (x, y) makes with x axis.
- Comment
- enThe 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 and represent the cosine and sine of the angle that the vector (x, y) makes with x axis.
- Has abstract
- enThe 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 and represent the cosine and sine of the angle that the vector (x, y) makes with x axis.
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- Marsaglia polar method
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- enMarsaglia polar method
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- stackoverflow.com/a/25684539/3393574
- gcc.gnu.org/onlinedocs/gcc-4.6.0/libstdc++/api/a01001_source.html%23l01649
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- Box–Muller transform
- C++
- C++11
- Carl Friedrich Gauss
- Category:Monte Carlo methods
- Category:Non-uniform random numbers
- Category:Pseudorandom number generators
- Chi-squared distribution
- Computational statistics
- Computer science
- Cosine
- George Marsaglia
- Java (programming language)
- Libstdc++
- Monte Carlo method
- Pierre-Simon Laplace
- Pseudo-random number sampling
- Random variable
- Sine
- Standard normal random variable
- Thread safe
- SameAs
- dqGB
- m.02r77wd
- Marsaglia polar method
- Méthode polaire de Marsaglia
- Polar-Methode
- Q1670367
- שיטת מרסגליה
- روش قطبی مارسالیا
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- Category:Monte Carlo methods
- Category:Non-uniform random numbers
- Category:Pseudorandom number generators
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- Marsaglia polar method?oldid=1121763520&ns=0
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- 11310655
- Wikipage revision ID
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