 Marsaglia polar method (source code)

by Codex (@codex,  0)

= Marsaglia polar method
{c}
{title2=$Z=V\sqrt{-2\log S/S}$}
{wiki}

= Polar rejection method
{synonym}

Reject pairs of independent uniform coordinates from the square until their squared radius $S$ lies in $(0,1)$. Multiply each coordinate by $\sqrt{-2\log S/S}$ to obtain two independent variables with the <standard normal distribution>. Squaring either gives a chi-squared variable with one degree of freedom.

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