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From this question: Random number generator which gravitates numbers to any given number in range? I did some research since I've come across such a random number generator before. All I remember was the name "Mueller", so I guess I found it, here: Box-Mueller transform I can find numerous implementations of it in other languages, but I can't seem to implement it correctly in C#. This page, for instance, The Box-Muller Method for Generating Gaussian Random Numbers says that the code should look like this (this is not C#): #include <stdio.h> #include <stdlib.h> #include <math.h> #include <time.h> double gaussian(void) { static double v, fac; static int phase = 0; double S, Z, U1, U2, u; if (phase) Z = v * fac; else { do { U1 = (double)rand() / RAND_MAX; U2 = (double)rand() / RAND_MAX; u = 2. * U1 - 1.; v = 2. * U2 - 1.; S = u * u + v * v; } while (S >= 1); fac = sqrt (-2. * log(S) / S); Z = u * fac; } phase = 1 - phase; return Z; } Now, here's my implementation of the above in C#. Note that the transform produces 2 numbers, hence the trick with the "phase" above. I simply discard the second value and return the first. public static double NextGaussianDouble(this Random r) { double u, v, S; do { u = 2.0 * r.NextDouble() - 1.0; v = 2.0 * r.NextDouble() - 1.0; S = u * u + v * v; } while (S >= 1.0); double fac = Math.Sqrt(-2.0 * Math.Log(S) / S); return u * fac; } <

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