The two-piece normal, also called split normal, binormal, or double-Gaussian, results from joining at the mode the corresponding halves of two normal distributions with the same mode but different standard deviations.
Read MoreA brief recollection of the history of the two-piece normal distribution discovery: 119 years from the first publication of Gustav Fechner original work until its latest re-discovery.
Read MoreIn this post we compare the performance of our Python implementation for two popular methods to simulate samples from a pair of independent normal random variables: Box-Muller and Marsaglia-Bray.
Read MoreTwo simple ways to simulate a pair of independent standard normal distributions with Python code.
– Box-Muller Transform
– Marsaglia-Bray Transform