[PD] Box Muller Gaussian noise

[Andy Farnell]

Could a stats mathematician please help me check this. (attached) 

I'm following the Box Muller formula for getting  a cheap Gaussian 
distribution (instead of adding up 12 sources a la central limit method).

http://www.dspguru.com/howto/tech/wgn.htm

Does this look right?

Also, I have no idea how to check the distribution. It sounds the same as
uniform noise and looks the same in the spectrograph? What gives?
Do I need to average over a very long time or something to see any
difference?

Cheers all,

Andy

-- 
Use the source
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