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unique
 
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Default 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

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Bob Phillips
 
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Default 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
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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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Jezebel
 
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Default 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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