# The Box-Muller method
create or replace function rnv(mean, sd, u, v) as
  (select ( sqrt(-2 * ln(u)) * cos(2 * pi() * v) * sd) + mean);

create or replace table t as
  (with rows as (select random() as u, random() as v from unnest(range(0,1000)))
   select rnv(0, 0.5, u, v) as rnv from rows);

from t limit 5;

select avg(rnv) as average,
       stddev_samp(rnv) as 'sample stddev',
       stddev_pop(rnv) as 'population stddev'
from t;