triangular distribution

[Yaarit]

How can I rand numbers from triangular distribution?
Thanks,
Yaarit

 

[Shane Devenshire]

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.

 

[Jerry W. Lewis]

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

 

[Bernd P]

Hello,

I wrote a VBA solution for this:
http://www.sulprobil.com/html/distributions.html

Regards,
Bernd