I implemented Marsaglia's Box Muller method in a library (^) and it seems quite quick. It doesn't involve trig functions, just a sqrt, a log, and an average of

I implemented Marsaglia's Box Muller method in a library (^) and it seems quite quick. It doesn't involve trig functions, just a sqrt, a log, and an average of about two rands per normal outputted. It seems to work out around the same speed as a trig function - in javascript. For some purposes just averaging a few rands could be used to get a good enough approximation of a normal. I wonder if a short Taylor series could be mined that could quite accurately map equal to gaussian distribution. [^]http://strainer.github.io/Fdrandom.js/ http://strainer.github.io/Fdrandom.js/