Random normal distribution

JavaScript by default don't have randomness with normal distribution.

We can use for that pretty simple Box-Muller implementation that I showed below.

// Box-Muller implementation:
const randNormal = (mean, sigma) => {
  const y1 = Math.random();
  const y2 = Math.random();
  return (mean + sigma *
    Math.cos(2 * Math.PI * y2) *
    Math.sqrt(-2 * Math.log(y1))
  );
};

It can be useful to solve this codewars kata.

You can see example use of this code here.