# how to generate Normally distributed random number?

I am looking for a function that can generate Normally distributed random numbers. I came to know about bux-muller transform but I didn't understood it completely what it is doing. Thus it would be good if some one can suggest how to generate Normally distributed random numbers?

• Have you seen the description in Wikipedia? If you do not want to use $\sin\,$ and $\cos,\,$ you can use the Marsaglia polar method. Jan 29 '14 at 13:19