/*
 
Implementation of the Box-Muller transform
 
*/
 
function box_muller(mu, sigma) {
  
  var x, y, r, v = 0;
    
  do {
    x = 2*Math.random() - 1;
    y = 2*Math.random() - 1;
    r = x*x + y*y;
  }
  while (r >= 1);
    
  co = Math.sqrt( -2 * Math.log(r) / r);
  v = x*co;
 
  return v*sigma + mu;
}
 
/*
 
Generate an exponential distribution using inverse CDF
 
*/
 
function generate_exp( lambda ){
  
  var ex, u = 0;
  
  u = Math.random();
 
  ex = -( 1 / lambda ) * Math.log(1 - u);
  
  return ex;
}
 
/*
 
Generate a logistic distribution using inverse CDF
 
*/
 
function generate_logistic( mu, sigma ){
  
  var lgstc, u = 0;
  
  u = Math.random();
 
  lgstc = mu + sigma*Math.log(u/(1-u));
  
  return lgstc;
}