Re: Normal Random Variable Generator

From: Tushar Mehta (tmUnderscore200310_at_tushar-mehta.SeeOhEm)
Date: 05/22/04 

Date: Sat, 22 May 2004 16:28:49 GMT

Depending on how far you trust the various functions involved, NORMSINV
(RND()) will generate normally distributed random values. Just as any
{x}Inv(RND()) will generate a {x}-distributed random variable. 

-- 
Regards,
Tushar Mehta
www.tushar-mehta.com
Excel, PowerPoint, and VBA add-ins, tutorials
Custom MS Office productivity solutions
In article <e4aa8221.0405220634.3eb5fa6a@posting.google.com>, 
sebas_cp@hotmail.com says...
> That functon will give you the inverse of the normal probability
> density function, not a random normal variable. You can create quasi
> random variables in Excel :
> 
> Obtain 12 independent samples of rand()-6 and add them toguether.
> Rand() gives you a random number between 0 and 1 with from a uniform
> distribution.
> 
> for x =1 to 12
> 
> y=y+application.rnd()
> 
> next x
> 
> y=y-6
> The end result will be a random number with a mean of 0 and a stdev of
> 1.
> 
> this will be a close approximation but fourth and hihger orders may
> differ from a normal distribution.
> 
> 
> 
> 
> There are other methods top generate more accurate normal random
> numbers such as the box mueller
> 
> function BM()
> randomize
> do
>  x=2*rnd() -1
> y=2*rnd() -1
> dist= x*x+y*y
> loop until dist<1
> 
> BM= x*sqr(-2*log(dist)/dist)
> end function
> 
> cheers.
> 
> 
> "Bob Phillips" <bob.phillips@notheretiscali.co.uk> wrote in message news:<esVSv34PEHA.1620@TK2MSFTNGP12.phx.gbl>...
> > ?worksheetfunction.NORMINV(0.908789,40,1.5)
> > 
> > 
> > -- 
> > 
> > HTH
> > 
> > Bob Phillips
> >     ... looking out across Poole Harbour to the Purbecks
> > (remove nothere from the email address if mailing direct)
> > 
> > "Ming Shao" <ming.shao@wamu.net> wrote in message
> > news:%23nyNXv4PEHA.1388@TK2MSFTNGP09.phx.gbl...
> > > Hi
> > >
> > > I am working on a simulation program. How can I use a normal random
> > > variable generator in my VBA code in Excel? There is a function NORMINV
> > > in Excel, but I don't know how to use in my VBA code. The compiler
> > > doesn't know this function. Please help.
> > >
> > > Ming
> > >
> > > ming.shao@wamu.net
> > >
> > >
> > >
> > > *** Sent via Developersdex http://www.developersdex.com ***
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>