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How to Convert a Uniform Distribution to a Gaussian Distribution using the Box-Muller Algorithm

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How to Convert a Uniform Distribution to a Gaussian Distribution

The TrueRNGv2/3 and many other random number generators often provide a uniform distribution output. This means that you are getting a binary file where each bit has an equal probability of being a zero or one. Some applications need a gaussian distribution.

This code is an example of how to convert from a uniform to a gaussian distribution.

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