Box-Muller法によるガウス乱数の生成

Box-Muller.sas

data rand_normal;
    do i = 1 to 1000;
        y1 = sqrt(-2 * log(rand("uniform"))) * cos(2 * constant("pi") * rand("uniform"));
        y2 = sqrt(-2 * log(rand("uniform"))) * sin(2 * constant("pi") * rand("uniform"));
        output;
    end;
run;

proc sgplot data = rand_normal;
    histogram y1;
run;

proc univariate data = rand_normal normal;
    var y1;
run;