monte carlo simulation
Hello,
I have some real data of inflation per month for the UK. How can I simulate this, using random numbers that were generated using normal distribution. regards |
monte carlo simulation
Do a google search. There are tons of hits on the topic.
-- HTH RP (remove nothere from the email address if mailing direct) "unique" wrote in message ... Hello, I have some real data of inflation per month for the UK. How can I simulate this, using random numbers that were generated using normal distribution. regards |
monte carlo simulation
If X and Y are randomly distributed,
Z = (-2 ln(X) )^(1/2) cos(2 pi Y) is normally randomly distributed with mean 0 and variance 1. The Excel equivalent is =SQRT(-2*LN(RAND()))*COS(2*PI()*RAND()) "unique" wrote in message ... Hello, I have some real data of inflation per month for the UK. How can I simulate this, using random numbers that were generated using normal distribution. regards |
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