Sign up ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Using the box-mueller method, we can generate standar normal distributions from two uniformly distributed random variables.

However, how do we use this method to generate normal distributions with means and variances other than 0 and 1 respectively?

share|cite|improve this question

1 Answer 1

up vote 2 down vote accepted

If X is a standard normal random variable (mean $0$ and variance $1$), then $\sigma X+\mu$ is a normal random variable with mean $\mu$ and variance $\sigma^2$. So, just apply this transformation to the samples obtained from the Box-Mueller method.

share|cite|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.