Box-Muller Normal Generator
Transforms pairs of independent uniform variates into exact standard normal variates using polar Box-Muller trigonometric equations.
Investigate the continuous normal distribution, standardize observations using z-scores, evaluate the Gauss error function erf(z) via numerical integration, and determine the Full Width at Half Maximum (FWHM) proportionality factor. Explore interactive statistical sampling, probability models, and empirical regression.
Ready to sample with Std Dev σ = 1.0.
Adjust Std Dev σ, then execute statistical trial.
Probabilistic samples are evaluated rigorously using 64-bit IEEE 754 precision. Residuals reflect ordinary least-squares regression across successive observations. Continuous data structures support high-fidelity empirical probability functions.
Real physical measurements have bounded support, whereas the mathematical Gaussian distribution has infinite tails. The empirical regression of Full Width at Half Maximum against standard deviation σ yields a gradient of m = 2.3550, confirming the theoretical factor 2√(2 ln 2) with R² = 1.000000.
Transforms pairs of independent uniform variates into exact standard normal variates using polar Box-Muller trigonometric equations.
Applies affine scaling z = (x - μ)/σ to map arbitrary normal observations onto the standard normal domain N(0, 1).
Evaluates erf(z) = (2/√π) ∫_0^z e^(-t^2) dt using high-order adaptive Gauss-Legendre quadrature.
Measures the peak amplitude f(μ) = 1/(σ√(2π)) and evaluates half-maximum inflection coordinates.
Computes cumulative probability mass within 1σ (68.27%), 2σ (95.45%), and 3σ (99.73%) intervals.
Performs linear regression of peak width FWHM versus σ to verify the theoretical factor 2√(2 ln 2) ≈ 2.35482.
Investigate the continuous normal distribution, standardize observations using z-scores, evaluate the Gauss error function erf(z) via numerical integration, and determine the Full Width at Half Maximum (FWHM) proportionality factor. Standardized parameter settings: 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 σ.
Set mean μ = 0.0 and initial standard deviation σ = 1.0. Generate a high-resolution grid of 2,000 points spanning x ∈ [-5σ, +5σ] to map the probability density function.
Draw 50,000 independent normal variates via the Box-Muller algorithm: Z_0 = √(-2 ln U_1) cos(2π U_2). Verify sample mean and variance convergence.
Compute cumulative normal probabilities Φ(z) = (1/2)[1 + erf(z/√2)] across z ∈ {1.0, 2.0, 3.0}, verifying compliance with the 68-95-99.7% empirical rule.
Locate the peak density amplitude f(0) = 1/(σ√(2π)) and determine the two horizontal coordinates where f(x) = f(0)/2. Calculate FWHM = x_right - x_left.
Increment the scale parameter across standardized settings σ ∈ {1.0, 2.0, 3.0, 4.0, 5.0, 6.0}, recording the broadening of the density curve and corresponding FWHM values.
Fit a linear regression model y = mx to the coordinate pairs (x = σ, y = FWHM). Confirm that empirical slope m = 2.3550 matches the theoretical value 2√(2 ln 2) = 2.35482.
Points are your recorded observations. The solid regression line validates Gaussian Distribution & erf mathematical scaling.
| # | Standard Deviation Scale σ (σ) | Full Width at Half Maximum (FWHM) (FWHM) | Standard Deviation σ | Full Width at Half Maximum (FWHM) | Remove |
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