Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Box Muller transform

  1. May 24, 2010 #1
    Can i use box muller transform to generate a distribution with two different sigma (i.e. sigma_x and sigma_y)?

    I want to generate a random gaussian angle (C) relative to z axis on circle plane, then set the angle relative to the x, A and y axis, B, wrt to the original angle.
    However, I want the output to be elliptical on x/y plane...

    Some pseudo code would help.
  2. jcsd
  3. May 24, 2010 #2
    If X is normal with zero mean and std dev = 1, then you can transform it into a random variable Z with mean u and std dev sigma as follows:

    Z = sigma*X + u

    The Box-Muller transform gives you two random variables which are standard normally distributed iirc, so just apply the above transformation to each.
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook