random/dist/esm/distributions/normal.js

Seedable random number generator supporting many common distributions.

export default (random, mu = 0, sigma = 1) => {
    return () => {
        let x, y, r;
        do {
            x = random.next() * 2 - 1;
            y = random.next() * 2 - 1;
            r = x * x + y * y;
        } while (!r || r > 1);
        return mu + sigma * y * Math.sqrt((-2 * Math.log(r)) / r);
    };
};
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