Box-Muller transform

The Box-Muller transform is a mathematical method used to generate random numbers that follow a normal (bell-shaped) distribution from uniformly distributed random numbers. Imagine you have two sources of random, evenly spread numbers between 0 and 1. The Box-Muller takes these and converts them into two new numbers that cluster around a mean, following the familiar bell curve pattern. This technique is useful in simulations and statistical modeling, allowing us to produce realistic random data that matches natural phenomena, like heights or measurement errors.