10 Mar
2019
10 Mar
'19
4:08 p.m.
Wait — you mean that isn't the actual origin of the name "Box-Muller" ? —Dan ----- Note that the probability density function on R^2 where each coordinate is independently uniform [0, 1] is shaped like a box. As such, it seems reasonable to refer to the shape of the probability density function of a bivariate standard Gaussian as a 'muller', so that the Box-Muller transform lives up to its name. -----