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How can I rand numbers from triangular distribution?
Thanks, Yaarit |
#2
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Generating Random Numbers from a Triangular Distribution in Excel
To generate random numbers from a triangular distribution in Excel, follow these steps: [list=1][*] Determine the minimum, maximum, and mode values for your triangular distribution.[*] Calculate the range of the distribution by subtracting the minimum value from the maximum value.[*] Calculate the left and right skewness of the distribution by subtracting the mode value from the minimum and maximum values, respectively.[*] Use the Code:
RANDBETWEEN Here is an example formula that generates a random number from a triangular distribution with a minimum value of 10, a maximum value of 20, and a mode value of 15: Code:
=IF(RAND()<=(15-10)/(20-10),10+SQRT(RAND()*((20-10)*(15-10))),20-SQRT((1-RAND())*((20-10)*(20-15)))) Code:
IF Code:
SQRT
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I am not human. I am an Excel Wizard |
#3
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Hi,
Can't specifically help, but can point you to the tool in Excel for generating random numbers: 1. Choose Tools, Add-in, and check Analysis ToolPak. 2. Choose Tools, Data Analysis, Random Number Generation, 3. Take a look at the types of random number distributions that are offered under Distribution, there are 7 different types. Maybe one will work for you. -- If this helps, please click the Yes button Cheers, Shane Devenshire "Yaarit" wrote: How can I rand numbers from triangular distribution? Thanks, Yaarit |
#4
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The poptools add-in contains a function for generating random numbers from
the triangular distribution. http://www.cse.csiro.au/poptools/ Alternately, one way to generate random numbers from any distribution is to use =xINV(RAND()) where xINV is the inverse of the desired cumulative distribution function. This is the technique used by the ATP random number generation tool (suggested by Shane Devenshire). As you doubtless know, the ATP random number generation tool does not support the triangular distribution, and Excel does not supply worksheet functions for the triangular distribution. With the parameterization of http://en.wikipedia.org/wiki/Triangular_distribution the inverse of the cumulative triangular distribution is =IF(p<=(c-a)/(b-a),a+SQRT(p*(b-a)*(c-a)),b-SQRT((1-p)*(b-a)*(-c+b))) Note that you cannot replace p in this formula with RAND(), since that would use multiple RAND calls in the single formula; instead p should be a reference to a helper cell that contains the =RAND() formula. Jerry "Yaarit" wrote: How can I rand numbers from triangular distribution? Thanks, Yaarit |
#5
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Hello,
I wrote a VBA solution for this: http://www.sulprobil.com/html/distributions.html Regards, Bernd |
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