正規分布N(0,1)に従う乱数ジェネレータ ref: http://qiita.com/kyoro1/items/d42fb4d146e1d8c81948

file0.txt

\begin{eqnarray}
X_1 &=& \sqrt{-2\log(U_1)}\cos(2\pi U_2) \\
X_2 &=& \sqrt{-2\log(U_2)}\sin(2\pi U_1)
\end{eqnarray}

file1.py

## preparation
import numpy as np
import seaborn as sns

file2.py

## Sample size
N = 10000
## Uniform distributions
random_list1 = [np.random.uniform(0,1) for i in range(N)]
random_list2 = [np.random.uniform(0,1) for i in range(N)]

file3.py

sns.tsplot(random_list1)

file4.py

zip(random_list1,random_list2))

file5.txt

\begin{eqnarray}
list1 &=& [a_0, a_1, a_2, \ldots] \\
list2 &=& [b_0, b_1, b_2, \ldots]
\end{eqnarray}

file6.txt

[[a_0,b_0], [a_1,b_1], [a_2,b_2] \ldots] ]

file7.py

norm_list = map(lambda x: np.sqrt(-2*np.log(x[0]))*np.sin(2*np.pi*x[1]), zip(random_list1,random_list2))

file8.py

sns.distplot(norm_list)

file9.py

rnd = np.random.RandomState(0)
random_element = [rnd.randn() for i in range(N)]
sns.distplot(random_element)