Random number function with gauss distribution

local sqrt, log, random, pi = math.sqrt, math.log, math.random, math.pi

local function gauss(mi, sigmaSquared)
    local x1, x2, w, y1, y2
    repeat
        x1 = 2.0 * random() - 1.0
        x2 = 2.0 * random() - 1.0
        w = x1 * x1 + x2 * x2
    until w <= 1.0

    w = sqrt( (-2.0 * log( w ) ) / w )
    y1 = x1 * w
    y2 = x2 * w
    return y1*sigmaSquared+mi, y2*sigmaSquared+mi
end

-- returns 2 random values from range <0, 1>
local y1, y2 = gauss(0.5, 1/(2*pi))
print(y1, y2)