Normal Random Generator

[miong]

Hi,

I am working on a simulation project in Excel/VBA and
need to generate normal random variables by function
Norminv. The compiler doesn't know this function. I guess
that I have to select/add a certain Add-In to activate
this function. Does anyone know which Add-In or how to
use this function in VBA?

Thanks

Ming

 

[Frank Kabel]

Hi
you have to add a reference to the Analysis Toolpak add-in for this

 

[Michael R Middleton]

Ming -

I am working on a simulation project in Excel/VBA and need to generate

normal random variables by function Norminv. The compiler doesn't know this
function. I guess that I have to select/add a certain Add-In to activate
this function. Does anyone know which Add-In or how to use this function in
VBA? <

Use the same approach you would use with any worksheet function in VBA:

Result = Application.WorksheetFunction.Norminv(prob,mean,stdev)

Be aware of numerical inaccuracies of Norminv in pre-2002 versions of Excel.

- Mike Middleton, www.usfca.edu/~middleton

 

[Jerry W. Lewis]

Ming -


normal random variables by function Norminv. The compiler doesn't know this
function. I guess that I have to select/add a certain Add-In to activate
this function. Does anyone know which Add-In or how to use this function in
VBA? <

Use the same approach you would use with any worksheet function in VBA:

Result = Application.WorksheetFunction.Norminv(prob,mean,stdev)

Be aware of numerical inaccuracies of Norminv in pre-2002 versions of Excel.

Actually you need 2003 for this to be a reasonable RNG method. 2002 has
a better inverse of NormSDist than previous versions, but NormSDist is
still lousy in the tails till 2003.

Jerry