Random Number Generators

  • Thread starter Thread starter Guest
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Guest

Is there any way to get Excel to generate random numbers from a Bivariate distribution?

Cheer

MCFC
 
SIMTOOLS 3.3 suggests using distINV(RAND()) to generate random numbers,
but the inverse distribution functions they provide are overall no
better (and often worse) than the native Excel inverse distribution
functions. A better choice would be to use Ian Smith's VBA code for
distribution functions
http://members.aol.com/iandjmsmith/examples.xls
The accuracy of these are not only uniformly better than Excel and
SIMTOOLS 3.3, their accuracy and robustness are better than SAS, S-PLUS,
R, etc.

Jerry
 

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