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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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How do I convert a uniform value in [0,1) to a standard normal (Gaussian) distribution value?

The best way to obtain the inversion from U[0, 1] to Normal distribution is by using an algorithm presented in a famous short paper of Moro (1995). Moro presented a hybrid algorithm: he uses the Beasl …
Vasilios Kloutsiniotis's user avatar