Box-Muller transform

noun

A pseudorandom number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

Meanings

noun
  1. A pseudorandom number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

Origin

Named after George Edward Pelham Box and Mervin Edgar Muller, though introduced earlier by Paley and Wiener.

Full word history & related roots →
Cite this entry
APA

Box-Muller transform. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/Box-Muller%20transform

MLA

“Box-Muller transform.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Box-Muller%20transform. Accessed November 3, 2026.

Chicago

WatkinsX Dictionary, s.v. “Box-Muller transform,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/Box-Muller%20transform.

Source: Box-Muller transform on Wiktionary, CC BY-SA 4.0.