Generate n 1000 pairs of zero-mean gaussian random

Question

(a) Generate N = 1000 pairs of zero-mean Gaussian random variables using the Box-Muller algorithm. The desired variance is σ² = 5. From the set of generated samples determine m_X, m_Z, σ²_X, σ²_Z, and ρ_XZ. Comment on the results.

(b) Repeat part (a) but generate approximately N = 1, 000 random variables using the polar method.