Theoretical Basis
The underlying theory may be summarized as follows:
If u is uniformly distributed in the interval 0 ≤ u < 1, then the point (cos(2πu), sin(2πu)) is uniformly distributed on the unit circumference x2 + y2 = 1, and multiplying that point by an independent random variable ρ whose distribution is
will produce a point
whose coordinates are jointly distributed as two independent standard normal random variables.
Read more about this topic: Marsaglia Polar Method
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