Q: how to generate Normally distributed random number? I am looking for a function that can generate Normally distributed random numbers. I came to know about bux-muller transform but I didn't understood it completely what it is doing. Thus it would be good if some one can suggest how to generate Normally distributed random numbers?

A: So box muller transform can generate normally distributed random numbers from uniformly distributed random number.
I found my answer here:
http://www.design.caltech.edu/erik/Misc/Gaussian.html
http://www.random.org/gaussian-distributions/
