/* Compare Box-Muller and Mox-Buller transformations  */
  data a b ;
     seed1 = 1917515 ;
     seed2 = 5151917 ;
    do i = 1 to 10000 ;
     u = ranuni(seed1) ;
     v = ranuni(seed2) ;
 /*                     this is Box-Muller tfm         */
     x = sin(6.28318*u)*sqrt(-2*log(v)) ;
     y = cos(6.28318*u)*sqrt(-2*log(v)) ;
     output a ;
 /*                     this is Mox-Buller             */
     x = sin(6.28318*u)*sqrt(-2*log(v)) ;
     y = cos(6.28318*v)*sqrt(-2*log(u)) ;
     output b ;
    end ;
  proc univariate data=a plot normal ;
   var x y ;
   title 'Usual Box-Muller' ;
  proc corr cov data=a ;
   var x y ;
  proc univariate data=b plot normal ;
   var x y ;
   title 'Goofy Mox-Buller transformation' ;
  proc corr cov data=b ;
   var x y ;
  proc gplot data=a ;
   plot y*x ;
   title 'Usual Box-Muller' ;
  proc gplot data=b ;
   plot y*x ;
   title 'Goofy Mox-Buller transformation' ;
run ;