how to generate a gaussian distribution using mysql user-defined function

Question

I like to use MySQL to do quantitative analysis and statistics. I would like to make a MySQL user-defined function of the form: sample_gaussian(mean, stdev) that returns a s

Answer 1

The Box-Muller transform is a way to generate standard normal random variates using elementary functions. It generates two at a time, which is sometimes wasteful, but I find it very elegant.