Wolfram Language (Mathematica), 42 bytes
Re[#+#2√Log[16/r^2]I^r]I^r&
r:=4Random[]
RandomVariate@NormalDistribution is costly (and, as noted by Ben Izd , doesn't work with stdev=0), so this uses Box-Muller to generate a normal distribution from two uniform ones.
Sample distributions (N=10000):
enter image description here
Wolfram Language (Mathematica), 42 bytes
Re[#+#2√Log[16/r^2]I^r]I^r&
r:=4Random[]
RandomVariate@NormalDistribution is costly, so this uses Box-Muller to generate a normal distribution from two uniform ones.
Sample distributions (N=10000):
enter image description here
Wolfram Language (Mathematica), 42 bytes
Re[#+#2√Log[16/r^2]I^r]I^r&
r:=4Random[]
RandomVariate@NormalDistribution is costly (and, as noted by Ben Izd , doesn't work with stdev=0), so this uses Box-Muller to generate a normal distribution from two uniform ones.
Sample distributions (N=10000):
enter image description here
Wolfram Language (Mathematica), 42 bytes
Re[#+#2√Log[16/r^2]I^r]I^r&
r:=4Random[]
RandomVariate@NormalDistribution is costly, so this uses Box-Muller to generate a normal distribution from two uniform ones.
Sample distributions (N=10000):
enter image description here