Problem 1348 (difficulty: 10/10)

We need a simulated random sequence of normal distribution, i.e. with density \(\displaystyle \displaystyle\varrho(x)=\frac1{\sqrt{2\pi}}e^{-x^2/2}\). Given a random-number generator that gives random numbers with uniform distribution in \(\displaystyle [0,1]\) how can one generate such a sequence.

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