WorldQuant Interview Question: how to generate normal random number from random number

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WorldQuant

how to generate normal random number from random number

Anonymous

Jul 6, 2012

needs more than 2 methods

Anonymous

Oct 15, 2012

http://en.wikipedia.org/wiki/Normal_distribution#Generating_values_from_normal_distribution

Anonymous

Mar 20, 2017

Using Box-Muller transformation