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Generating lognormal distribution
Hi,
I'm trying to generate a lognormal distribution in Excel. While it is possible to produce a lognormal distribution by first generating a normal distribution using the Data Analysis function, the normal distribution may at times contain negative numbers which cannot be converted into a log equivalent. Would appreciate if someone knows an easy way to generate a lognormal distribution. Thank you. |
#2
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Generating lognormal distribution
I presume by "generate a lognormal distibution" you mean that you want
to generate lognormal pseudorandom variables. If X follows the lognormal distribution, then Z=ln(X) follows the normal distribution. Thus if Z follows the normal distribution, then exp(Z) follows the lognormal distribution. It sounds like you were trying to use ln(Z) instead of exp(Z). The random number generator in ATP is very poor. See http://groups.google.com/groups?selm...0no_e-mail.com http://groups.google.com/groups?selm...%40bigfoot.com for methods of generating normal random variables Jerry xya wrote: Hi, I'm trying to generate a lognormal distribution in Excel. While it is possible to produce a lognormal distribution by first generating a normal distribution using the Data Analysis function, the normal distribution may at times contain negative numbers which cannot be converted into a log equivalent. Would appreciate if someone knows an easy way to generate a lognormal distribution. Thank you. |
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