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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 |
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