Sampling From a Gaussian (Box-Muller method)

Contour plot for 2-D Gaussian. From the radial symmetry, we can deduce θ is uniformly distributed.

Reference

  1. https://www.math.nyu.edu/faculty/goodman/teaching/MonteCarlo2005/notes/GaussianSampling.pdf

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Website: mohammedsuhail.net

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Mohammed Suhail

Mohammed Suhail

Website: mohammedsuhail.net

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