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Normal random numbers lying on spirals and clubs
Authors:Lothar Afflerbach  Klaus Wenzel
Affiliation:1. Technische Hochschule Darmstadt, Schlo?gartenstra?e 7, D-6100, Darmstadt, Germany
Abstract:Two methods for transforming uniformly distributed random numbers into normally distributed random numbers are considered in conjunction with linear congruential generators. The two-dimensional lattice structure of the uniform random numbers is transformed by the Box-Muller method into a spiral structure and by the polar method into a club-shaped structure. The approximation of the two-dimensional normal distribution and the independence of the associated random variables are discussed.
Keywords:  KeywordHeading"  >AMS Subject Classification Primary 65 C 10  Secondary 65 C 05
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