- Generate a uniform number between 0 to 1.
- Get the inverse of the standard normal density function at that value (let number be \(y\), find the \(x\) such that \(\phi(y) = x\))
- return \(x\)

- Generate a uniform number between 0 to 1.
- Get the inverse of the standard normal density function at that value (let number be \(y\), find the \(x\) such that \(\phi(y) = x\))
- return \(x\)