Visualisation of the Box–Muller transform — the coloured points in the unit square (u1, u2), drawn as circles, are mapped to a 2D Gaussian (z0, z1), drawn as crosses. The plots at the margins are the probability distribution functions of z0 and z1. z0 and z1 are unbounded; they appear to be in [−2.5, 2.5] due to the choice of the illustrated points. In the SVG file, hover over a point to highlight
![Box–Muller transform - Wikipedia](https://cdn-ak-scissors.b.st-hatena.com/image/square/8d21b5f57fe1e4136a94ba0118aad07ae7bce9da/height=288;version=1;width=512/https%3A%2F%2Fupload.wikimedia.org%2Fwikipedia%2Fcommons%2Fthumb%2F1%2F1f%2FBox-Muller_transform_visualisation.svg%2F1200px-Box-Muller_transform_visualisation.svg.png)