Generate normally distributed random numbers

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The polar method can be used to generate normally distributed random number in the range 0 to 1. It involves first generating two uniform random numbers r₁ and r₂. Then if the expression for d below is ≥1 two normally distributed random numbers can be computed as n₁ and n₂. That is,

Use these expressions to generate normally distributed random numbers.

Reference no: EM131346733

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