The Marsaglia polar method is an efficient algorithm for generating pairs of independent standard normally distributed random numbers (i.e., numbers that follow a normal distribution with a mean of 0 and a variance of 1). This method is especially notable because it avoids the use of trigonometric functions, making it computationally efficient.
Articles by others on the same topic
Reject pairs of independent uniform coordinates from the square until their squared radius lies in . Multiply each coordinate by to obtain two independent variables with the standard normal distribution. Squaring either gives a chi-squared variable with one degree of freedom.