"doc-biblioref">Marsaglia</a> (<a href="#ref-Marsaglia:1972" role="doc-biblioref">1972</a>)</span> showed this generates points uniformly at random
on <span class="math inline">\(S^{n-1}\)</span>. That is, if we draw <span class="math inline">\(y_n \sim \mathsf{Normal}(0, 1)\)</span>
for <span class="math inline">\(n \in 1{:}n\)</span>, then <span class="math inline">\(x = \frac{y}{\Vert y \Vert}\)</span> has a uniform
distribution over <span class="math inline">\(S^{n-1}\)</span>. This allows us to use an 