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The word normalization refers to a procedure transforming an algebraic variety (more generally, a scheme) to a normal one via a birational morphism. This tag should be used only for questions in algebraic geometry rather than ones in analysis, logic or probability.
10
votes
How do I convert a uniform value in [0,1) to a standard normal (Gaussian) distribution value?
The Box-Muller method is commonly used. It's simple to implement. And if you need several values, you can use it to produce normal samples two at a time. Otherwise, you could just discard one of the v …