Box-Muller transformation

box_muller.py

import math
import random
import matplotlib.pyplot as plt

uni_rand_1 = []
uni_rand_2 = []
gauss_samples_1 = []
gauss_samples_2 = []
for i in range(1000):
    random_1 = random.random()
    random_2 = random.random()
    uni_rand_1.append(random_1)
    uni_rand_2.append(random_2)
    gauss_samples_1.append(math.sqrt(-2 * math.log(random_1)) * math.cos(2 * math.pi * random_2))
    gauss_samples_2.append(math.sqrt(-2 * math.log(random_1)) * math.sin(2 * math.pi * random_2))
_ = plt.hist(uni_rand_1, bins='auto')
plt.show()
_ = plt.hist(uni_rand_2, bins='auto')
plt.show()
_ = plt.hist(gauss_samples_1, bins='auto')
plt.show()
_ = plt.hist(gauss_samples_2, bins='auto')
plt.show()