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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?

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  • $\begingroup$ Have you seen the description in Wikipedia? If you do not want to use $\sin\,$ and $\cos,\,$ you can use the Marsaglia polar method. $\endgroup$ Jan 29 '14 at 13:19
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So box muller transform can generate normally distributed random numbers from uniformly distributed random number. I found my answer here:

http://www.design.caltech.edu/erik/Misc/Gaussian.html

http://www.random.org/gaussian-distributions/

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