Rayleigh distribution ($f_R(r)=r{e}^{-r^2/2}{1}_{r>0}$)

At unit scale the probability density function is $r\exp (-r^2/2)$ for $r>0$. Its square has an exponential distribution of rate $1/2$. Thus $\sqrt{-2\log U}$ has this distribution for a uniform distribution variable $U$ on $(0,1)$.