Box-Miiller method (generator of standard normal distribution algorithm generate two uniform random numbers, 5,,and 5, on(0, 1) 2)v1=(-2ln21)12cos(2π2) 2=(-2ln2)2sin n(2π5 give two independent random variables with standard gaussian distribution, 1. e, u=0 and o=1 3)random variables with arbitrary m and s can be obtained from (v1-4)/G v2=(v2-p)Box-Müller method (generator of standard normal distribution): Algorithm: 1) generate two uniform random numbers, 1 ,and 2 on (0,1); 2) n1 = (-2ln1 ) 1/2cos(2p 2 ) n2 = (-2ln1 ) 1/2sin(2p 2 ) give two independent random variables with standard Gaussian distribution, i.e., m=0 and s=1. 3) random variables with arbitrary m and s can be obtained from n’ 1 = (n1 - m)/s n’ 2 = (n2 - m)/s