Box-Muller algorithm to transform a uniform distribution to a normal distribution.

box-muller.xqy

declare namespace local="local";
declare function local:random() as xs:double {
  xdmp:random(10000) div 10000
};

(: http://www.exceluser.com/explore/statsnormal.htm :)
declare function local:box-muller() as xs:double {
  math:sqrt(-2 * math:log(local:random())) *
  math:sin(2 * math:pi() * local:random())
};

for $i in (1 to 10000)
return $i || "	" || local:box-muller()