Thread: random number
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Jerry W. Lewis
 
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Default random number

This approach is known as the Box-Muller method
http://www.taygeta.com/random/gaussian.html
It is also mathematically exact, and Excel's implementation of LN(),
COS(), and SIN() are to machine accuracy, but my concerns about pre-2003
RAND() still apply.

Jerry

B. R.Ramachandran wrote:

Hi,

You can generate a pseudonormal random number with a mean of 0 and standard
deviation of 1 with one of the following formulas (Box-Muller transformation)
from two uniformaly distributed random numbers (between 0 and 1)


=SQRT(-2*LN(RAND()))*COS(2*PI()*RAND())

or

=SQRT(-2*LN(RAND()))*SIN(2*PI()*RAND())

The Random Number Generator in the Analysis Toolpack in Excel also does the
job as suggested by PeterAtherton.

Regards,
B. R. Ramachandran



" wrote:


using betadist and normdist only referencesa value from the distribution
how do you create a random variable that comes from these distributions
instead of rand which is uniform