I have a question related with statistic. I read some other website and they said that: "An easy way to approximate normal distribution is to add three random numbers:
G = X + X + X
X = a uniformly distributed random number between -1 and 1.
G ~ a standard normal random number."
If X and Y are independent Gaussian random variables with mean 0 and standard deviation sigma, then sqrt(X^2 + Y^2) has a Rayleigh distribution with parameter sigma."
I wonder if anyone can confirm this and show me some other related articles Thanks so much,
site: Generating Normal (Gaussian) Distributed Random Numbers