Simetar Simulation Results for 100 Iterations. 6:00:47 PM 4/10/2005 (2.82 sec.). © 2005.

Variable Sheet1!E6 Sheet1!E696

Mean 0.239428 0.259016
StDev 0.052043 0.059555 Dirichlet 2 CDFProb. CDF
CV 21.73652 22.99293 0.133469 0
Min 0.133469 0.130519 0.135399 0.010101
1
Max 0.38978 0.444361 0.139719 0.020202
0.9
Iteration Dirichlet 2 Dirichlet 3 0.145095 0.030303
0.8
1 0.133469 0.312687 0.152751 0.040404
0.7
2 0.230093 0.194747 0.153229 0.050505
0.6
3 0.172123 0.346546 0.163824 0.060606
Prob0.5
4 0.189623 0.271402 0.165066 0.070707
0.4
5 0.201965 0.213806 0.166644 0.080808
0.3
6 0.229449 0.244838 0.166729 0.090909
0.2
7 0.16944 0.306574 0.16944 0.10101
0.1
8 0.325557 0.34039 0.172123 0.111111
0
9 0.229752 0.231902 0.172525 0.121212
0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
10 0.22095 0.154739 0.174496 0.131313
11 0.268741 0.202676 0.178569 0.141414
12 0.201779 0.220772 0.189623 0.151515 Dirichlet 2
13 0.2863 0.21441 0.191381 0.161616
14 0.210558 0.234022 0.193049 0.171717
15 0.295787 0.209707 0.19377 0.181818 CDF
16 0.275163 0.199295 0.194764 0.191919
17 0.165066 0.247356 0.196562 0.20202
1
18 0.260444 0.242251 0.201779 0.212121
0.9
19 0.288543 0.327915 0.201965 0.222222
0.8
20 0.211808 0.269985 0.202979 0.232323
0.7
21 0.224302 0.19645 0.203951 0.242424
0.6
Prob

22 0.283858 0.29939 0.204091 0.252525

0.5
23 0.202979 0.21126 0.208322 0.262626
0.4
24 0.325556 0.214802 0.210104 0.272727
0.3
25 0.152751 0.278536 0.210406 0.282828
0.2
26 0.279163 0.24075 0.210558 0.292929
0.1
27 0.237523 0.253179 0.211808 0.30303
0
28 0.135399 0.320479 0.21209 0.313131
0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
29 0.219153 0.344675 0.213789 0.323232
30 0.228505 0.282118 0.214693 0.333333
31 0.275994 0.157568 0.215147 0.343434 Dirichlet 2 Dirichlet 3
32 0.297674 0.202896 0.219153 0.353535
33 0.239257 0.226659 0.220207 0.363636
34 0.266165 0.247232 0.22095 0.373737
35 0.388763 0.227061 0.223654 0.383838
36 0.29391 0.264897 0.224302 0.393939
37 0.252311 0.313503 0.228505 0.40404
38 0.178569 0.193274 0.229449 0.414141
39 0.163824 0.19632 0.229752 0.424242
40 0.248462 0.245654 0.230093 0.434343
41 0.283746 0.294526 0.231979 0.444444
42 0.255097 0.21775 0.237189 0.454545
43 0.139719 0.24084 0.237523 0.464646
44 0.21209 0.316363 0.238346 0.474747
45 0.311197 0.362954 0.239257 0.484848
46 0.256462 0.310852 0.24143 0.494949
 47 0.277536 0.198304 0.244221 0.505051
48 0.244221 0.22668 0.245153 0.515152
49 0.255692 0.282182 0.245967 0.525253
50 0.245153 0.372707 0.247759 0.535354
51 0.214693 0.237598 0.248023 0.545455
52 0.257751 0.275973 0.248439 0.555556
53 0.280141 0.214785 0.248462 0.565657
54 0.252788 0.177159 0.248583 0.575758
55 0.258342 0.294755 0.250131 0.585859
56 0.296591 0.314553 0.252029 0.59596
57 0.220207 0.293891 0.252311 0.606061
58 0.248023 0.190998 0.252788 0.616162
59 0.194764 0.290939 0.255097 0.626263
60 0.38978 0.180955 0.255692 0.636364
61 0.278912 0.261649 0.256372 0.646465
62 0.247759 0.286547 0.256462 0.656566
63 0.245967 0.336449 0.256823 0.666667
64 0.208322 0.239021 0.257751 0.676768
65 0.196562 0.295315 0.258342 0.686869
66 0.269164 0.28198 0.260444 0.69697
67 0.238346 0.203595 0.266049 0.707071
68 0.266049 0.149886 0.266165 0.717172
69 0.30788 0.139439 0.268741 0.727273
70 0.31408 0.28162 0.269164 0.737374
71 0.153229 0.285181 0.275163 0.747475
72 0.166644 0.444361 0.275994 0.757576
73 0.166729 0.22349 0.277536 0.767677
74 0.193049 0.194132 0.278127 0.777778
75 0.256823 0.273856 0.278912 0.787879
76 0.29082 0.24293 0.279163 0.79798
77 0.203951 0.370803 0.280141 0.808081
78 0.223654 0.302744 0.283746 0.818182
79 0.204091 0.273985 0.283858 0.828283
80 0.215147 0.266195 0.2863 0.838384
81 0.31769 0.203977 0.288543 0.848485
82 0.172525 0.320229 0.29082 0.858586
83 0.248583 0.374134 0.29391 0.868687
84 0.210406 0.318139 0.295787 0.878788
85 0.256372 0.229412 0.296591 0.888889
86 0.145095 0.369383 0.297674 0.89899
87 0.250131 0.321552 0.30788 0.909091
88 0.278127 0.22411 0.311197 0.919192
89 0.174496 0.286297 0.31408 0.929293
90 0.19377 0.271781 0.31769 0.939394
91 0.231979 0.228781 0.325556 0.949495
92 0.331532 0.168221 0.325557 0.959596
93 0.252029 0.322251 0.331532 0.969697
94 0.248439 0.330281 0.335813 0.979798
95 0.213789 0.196521 0.388763 0.989899
96 0.24143 0.231169 0.38978 1
97 0.237189 0.226719
98 0.210104 0.292456
99 0.191381 0.305042
100 0.335813 0.130519
x1-value
Prob(X<=x
x2-value
Prob(X<=x
x3-value
Prob(X<=x
x4-value
Prob(X<=x
x5-value
Prob(X<=x
 Dirichlet 2 CDFProb. Dirichlet 3 CDFProb.
0.133469 0 0.130519 0
0.135399 0.010101 0.139439 0.010101
0.139719 0.020202 0.149886 0.020202
0.145095 0.030303 0.154739 0.030303
0.152751 0.040404 0.157568 0.040404
0.153229 0.050505 0.168221 0.050505
0.163824 0.060606 0.177159 0.060606
0.165066 0.070707 0.180955 0.070707
0.166644 0.080808 0.190998 0.080808
0.166729 0.090909 0.193274 0.090909
0.16944 0.10101 0.194132 0.10101
0.172123 0.111111 0.194747 0.111111
0.172525 0.121212 0.19632 0.121212
35 0.4 0.45
0.174496 0.131313 0.19645 0.131313
0.178569 0.141414 0.196521 0.141414
0.189623 0.151515 0.198304 0.151515
0.191381 0.161616 0.199295 0.161616
0.193049 0.171717 0.202676 0.171717
0.19377 0.181818 0.202896 0.181818
0.194764 0.191919 0.203595 0.191919
0.196562 0.20202 0.203977 0.20202
0.201779 0.212121 0.209707 0.212121
0.201965 0.222222 0.21126 0.222222
0.202979 0.232323 0.213806 0.232323
0.203951 0.242424 0.21441 0.242424
0.204091 0.252525 0.214785 0.252525
0.208322 0.262626 0.214802 0.262626
0.210104 0.272727 0.21775 0.272727
0.210406 0.282828 0.220772 0.282828
0.210558 0.292929 0.22349 0.292929
0.211808 0.30303 0.22411 0.30303
0.21209 0.313131 0.226659 0.313131
0.4 0.45 0.5
0.213789 0.323232 0.22668 0.323232
0.214693 0.333333 0.226719 0.333333
0.215147 0.343434 0.227061 0.343434
0.219153 0.353535 0.228781 0.353535
0.220207 0.363636 0.229412 0.363636
0.22095 0.373737 0.231169 0.373737
0.223654 0.383838 0.231902 0.383838
0.224302 0.393939 0.234022 0.393939
0.228505 0.40404 0.237598 0.40404
0.229449 0.414141 0.239021 0.414141
0.229752 0.424242 0.24075 0.424242
0.230093 0.434343 0.24084 0.434343
0.231979 0.444444 0.242251 0.444444
0.237189 0.454545 0.24293 0.454545
0.237523 0.464646 0.244838 0.464646
0.238346 0.474747 0.245654 0.474747
0.239257 0.484848 0.247232 0.484848
0.24143 0.494949 0.247356 0.494949
0.244221 0.505051 0.253179 0.505051
0.245153 0.515152 0.261649 0.515152
0.245967 0.525253 0.264897 0.525253
0.247759 0.535354 0.266195 0.535354
0.248023 0.545455 0.269985 0.545455
0.248439 0.555556 0.271402 0.555556
0.248462 0.565657 0.271781 0.565657
0.248583 0.575758 0.273856 0.575758
0.250131 0.585859 0.273985 0.585859
0.252029 0.59596 0.275973 0.59596
0.252311 0.606061 0.278536 0.606061
0.252788 0.616162 0.28162 0.616162
0.255097 0.626263 0.28198 0.626263
0.255692 0.636364 0.282118 0.636364
0.256372 0.646465 0.282182 0.646465
0.256462 0.656566 0.285181 0.656566
0.256823 0.666667 0.286297 0.666667
0.257751 0.676768 0.286547 0.676768
0.258342 0.686869 0.290939 0.686869
0.260444 0.69697 0.292456 0.69697
0.266049 0.707071 0.293891 0.707071
0.266165 0.717172 0.294526 0.717172
0.268741 0.727273 0.294755 0.727273
0.269164 0.737374 0.295315 0.737374
0.275163 0.747475 0.29939 0.747475
0.275994 0.757576 0.302744 0.757576
0.277536 0.767677 0.305042 0.767677
0.278127 0.777778 0.306574 0.777778
0.278912 0.787879 0.310852 0.787879
0.279163 0.79798 0.312687 0.79798
0.280141 0.808081 0.313503 0.808081
0.283746 0.818182 0.314553 0.818182
0.283858 0.828283 0.316363 0.828283
0.2863 0.838384 0.318139 0.838384
0.288543 0.848485 0.320229 0.848485
0.29082 0.858586 0.320479 0.858586
0.29391 0.868687 0.321552 0.868687
0.295787 0.878788 0.322251 0.878788
0.296591 0.888889 0.327915 0.888889
0.297674 0.89899 0.330281 0.89899
0.30788 0.909091 0.336449 0.909091
0.311197 0.919192 0.34039 0.919192
0.31408 0.929293 0.344675 0.929293
0.31769 0.939394 0.346546 0.939394
0.325556 0.949495 0.362954 0.949495
0.325557 0.959596 0.369383 0.959596
0.331532 0.969697 0.370803 0.969697
0.335813 0.979798 0.372707 0.979798
0.388763 0.989899 0.374134 0.989899
0.38978 1 0.444361 1
 A B C D E F G H I J K L M
1 Probability Distributions Demo.xlsx
2 James W. Richardson
3 © 2011
4
5 Demonstrate the simulation functions in Simetar. Press F9 key to generate different realizations of the random variables.
6 The probability distributions are in the same order as in the User's Manual.
7
8 3.1 Generate Random Numbers Using the Uniform Distribution
9 Minimum 10.0
10 Maximum 20.0
11 Unifrom Standard Deviate U(0,1) 0.221 Random No. Formula
12 Specific Formula using actual numbers Uniform (10,20) 16.302 =UNIFORM(10,20)
13 General Formula using cell references Uniform 13.134 =UNIFORM(C9,C10)
14 General Formula using cell references and USD Uniform w/ USD 12.206 =UNIFORM(C9,C10,C11)
15
16
17 3.2.1 Generate Random Numbers Using the Normal Distribution
18 Mean 10.000
19 Std. Deviation 3.000
20 Uniform Standard Deivate (USD) 0.458 Random No. Formula
21 Specific Formula using actual numbers Normal 18.256 =NORM(10,3)
22 General Formula using cell references Normal 6.343 =NORM(C18,C19)
23 General Formula specifying the USD Normal 9.683 =NORM(C18,C19,C20)
24 General Formula using cell references and USD Std Normal Dev 1.625 =NORM()
25
26 3.2.2 Generate Random Numbers Using the Truncated Normal Distribution
27 Truncated Normal with a Minimum and a Maximum
28 Mean 10.000
29 Std Deviation 3.000
30 Minimum 5.000
31 Maximum 12.500
32 Uniform Standard Deivate 0.265 Random No. Formula
33 Specific Formula using actual numbers Tnorm Min Max 8.664 =TNORM(10,3,5,12.5)
34 General Formula using cell references Tnorm Min Max 11.935 =TNORM(C28,C29,C30,C31)
35 General Formula specifying the USD Tnorm Min Max 7.943 =TNORM(C28,C29,C30,C31,C32)
36
37 Truncated Normal -- Truncate the Minimum only
38 Mean 10.000
39 Std Deviation 3.000
40 Minimum 5.000 Random No. Formula
41 General Formula using cell references Tnorm Min 8.029 =TNORM(C38,C39,C40)
42
43 Truncated Normal -- Truncate the Maximum only
44 Mean 10.000
45 Std Deviation 3.000
46 Maximum 12.500 Random No. Formula
47 General Formula using cell references Tnorm Max 8.554 =TNORM(C44,C45,,C46)
48
49
50 3.2.3 Generate Random Numbers Using the Two-Piece Normal Distribution
51 Mu 10
52 Std Dev Lower 2
53 Std Dev Upper 3
54 Uniform Standard Deviate 0.56949 Random Value Formula
55 Two Piece Normal distribution 2 Piece Normal 0 =TPNORM(C51,C52,C53,C54)
56
57
58 3.2.4 Generate Random Numbers Using the Modified Two-Piece Normal Distribution
59 Min 2
60 Middle 8
61 Max 10
62 Uniform Standard Deviate 0.97745
63 Lower SD 2
64 Upper SD 2 Random Value Formula
65 2 Piece Normal distribution 2 Piece Normal 9.69429121882 =MTPNORM(C59,C60,C61,C62,C63,C64)
66
67
68 3.2.5 Generate Random Numbers Using the Student's t (Excel) Distribution
69 Uniform Standard Deviate 0.899
70 df Degrees of Freedom 30.000 Random Nos. Formulas
71 Student's t-distribution with cell references Student's t 0.128 =TINV(C69,C70)
72
73
74 3.2.6 Generate Random Numbers Using the F (Excel) Distribution
75 Uniform Standard Deviate 0.899
76 Degrees of Freedom 1 2.000
77 Degrees of Freedom 2 22.000 Random Nos. Formulas
78 F Distribution with cell references F Distribution 0.107 =FINV(C75,C76,C77)
79
80
81 3.2.7 Generate Random Numbers Using the Chi-Squared (Excel) Distribution
82 Mean 2.500
83 Uniform Standard Deviate 0.539 Random Nos. Formulas
84 Chi-Squared with cell references and USD Chi-Squared 1.237 =CHIINV(C83,C82)
85
86
87 3.2.8 Generate Random Numbers Using the Log Normal (Excel) Distribution
88 Mean 0.000
89 Std Dev 1.000
90 Uniform Standard Deviate 0.534 Random Nos. Formulas
91 Log Normal with cell references and USD Log Normal 1.088 =LOGINV(C90,C88,C89)
92
93
94 3.2.9 Generate Random Numbers Using the Power Normal Distribution
95 Mu 10
96 Sigma 2
97 Exponent P 0.5
98 Uniform Standard Deviate 0.97744750977 Random Value Formula
99 Power Normal distribution Power Normal 16.5714350347 =PNORM(C95,C96,C97,C98)
100
101
102 3.2.10 Generate Random Numbers Using the Inverse Gaussian Distribution
103 Mu 10
104 Sigma 2
105 USD 0.04061889648
106 Max Iterations 1000
107 Precision 0.00001 Random Value Formula
108 Inverse Gaussian distribution Inverse Gaussian 0.05904366554 =INVGAUS(C103,C104,C105,C106,C107)
109
110
111 3.3.1 Generate Random Numbers Using the Gamma (Excel) Distribution
112 Alpha 3.000
demoSimetar-Sim.xls Page 6
 A B C D E F G H I J K L M
113 Beta 1.000
114 Uniform Standard Deviate 0.152 Random Nos. Formulas
115 Gamma with cell references and USD Gamma 1.339 =GAMMAINV(C114,C112,C113)
116
117
118 3.3.2 Generate Random Numbers Using the Truncated Gamma Distribution
119 Alpha 3
120 Beta 1
121 Minimum 0.5
122 Maximum 5
123 Uniform Standard Deviate 0.10925292969 Random Nos. Formulas
124 Truncated Gamma with cell references and USD Tgamma 1.14327392355 =TGAMMAINV(C119,C120,C121,C122,C123)
125
126
127 3.3.3 Generate Random Numbers Using the Exponential Distribution
128 Exponential's only parameter 2.000
129 Uniform Standard Deviate 0.756 Random Nos. Formulas
130 Exponential distribution Exponential 0.685 =EXPONINV(C128)
131 Exponential distribution with USD Exponential 2.823 =EXPONINV(C128,C129)
132
133
134 3.3.4 Generate Random Numbers Using the Double Exponential Distribution
135 Double Exponential parameter 2.000
136 Uniform Standard Deviate 0.081 Random Nos. Formulas
137 Double exponential distribution Double Expon. 2.922 =DEXPONINV(C135)
138 Double exponential distribution with USD Double Expon. 1.865 =DEXPONINV(C135,C136)
139
140
141 3.3.5 Generate Random Numbers Using the Wiebull Distribution
142 Alpha parameter 1.000
143 Beta parameter 35.000
144 Uniform Standard Deviate 0.251 Random Nos. Formulas
145 Wiebull distribution Wiebull 3.766 =WEIBINV(C142,C143)
146 Wiebull distribution with USD Wiebull 10.104 =WEIBINV(C142,C143,C144)
147
148
149 3.3.6 Generate Random Numbers Using the Truncated Wiebull Distribution
150 Alpha parameter 1.000
151 Beta parameter 35.000
152 Minimum 10.000
153 Maximum 50.000
154 Uniform Standard Deviate 0.010 Random Nos. Formulas
155 Truncated Wiebull distribution TWiebull 21.023 =TWEIBINV(C150,C151,C152,C153)
156 Truncated Wiebull distribution with USD TWiebull 10.232 =TWEIBINV(C150,C151,C152,C153,C154)
157
158
159 3.3.7 Generate Random Numbers Using the Cauchy Distribution
160 Median 10.000
161 Sigma 1.000
162 Uniform Standard Deviate 0.112 Random Nos. Formulas
163 Cauchy Cauchy 10.416 =CAUCHY(C160,C161)
164 Cauchy with USD Cauchy 7.265 =CAUCHY(C160,C161,C162)
165
166
167 3.3.8 Generate Random Numbers Using the Logistic Distribution
168 Mu 1.000
169 Sigma 0.300
170 Uniform Standard Deviate 0.998 Random Nos. Formulas
171 Logistic distribution Logistic 0.557 =LOGISTICINV(C168,C169)
172 Logistic distribution with USD Logistic 2.945 =LOGISTICINV(C168,C169,C170)
173
174
175 3.3.9 Generate Random Numbers Using the Log-Log Distribution
176 Mu 10
177 Sigma 3
178 Uniform Standard Deviate 0.57568359375 Random Nos. Formulas
179 Log-Log Distribution Log Log 11.7815507718 =LOGLOGINV(C176,C177,C178)
180
181
182 3.3.10 Generate Random Numbers Using the Log-Logisitic Distribution
183 Alpha 3
184 Beta 10
185 Uniform Standard Deviate 0.8366394043 Random Nos. Formulas
186 Log Logistic Log Logistic 17.2370788762 =LOGLOGISTICINV(C183,C184,C185)
187
188
189 3.3.11 Generate Random Numbers Using the Extreme Value Distribution
190 Mu is the location parameter 5.000
191 Sigma is scale parameter 0.500
192 Uniform Standard Deviate 0.930 Random Nos. Formulas
193 Extreme value distribution Extreme Value 4.539 =EXTVALINV(C190,C191)
194 Extreme value distribution with USD Extreme Value 5.489 =EXTVALINV(C190,C191,C192)
195
196
197 3.3.12 Generate Random Numbers Using the Pareto Distribution
198 Alpha parameter 1.000
199 Beta Parameter 5.000
200 Uniform Standard Deviate 0.483 Random Nos. Formulas
201 Pareto distribution Pareto 1.050 =PARETO(C198,C199)
202 Pareto with a USD Pareto 1.141 =PARETO(C198,C199,C200)
203
204
205 3.4.1 Generate Random Numbers Using the Traingle Distribution
206 Minimum 12.000
207 Mode 18.000
208 Maximum 27.000
209 Uniform Standard Deviate 0.651 Random Nos. Formulas
210 Triangle Distribution Triangle 18.642 =TRIANGLE(C206,C207,C208)
211 Genearalized triangle Triangle 20.133 =TRIANGLE(C206,C207,C208,C209)
212
213
214 3.4.2 Generate Random Numbers Using the Beta (Excel) Distribution
215 Alpha 1.500
216 Beta 5.000
217 Uniform Standard Deviate 0.558 Random Nos. Formulas
218 Beta with cell references and USD Beta 0.226 =BETAINV(C217,C215,C216)
219
220
221 3.4.3 Generate Random Numbers Using the PERT Distribution
222 Lower bound parameter A 1.000
223 Middle Lower bound parameter B 5.000
224 Upper Lower bound parameter C 7.000
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 A B C D E F G H I J K L M
225 Uniform Standard Deviate 0.488 Random Nos. Formulas
226 PERT distribution using cell references PERT 3.877 =PERTINV(C222,C223,C224)
227 PERT distribution using a USD PERT 4.708 =PERTINV(C222,C223,C224,C225)
228
229
230 3.4.4 Generate Random Numbers Using the Cosine Distribution
231 Center 10
232 Radius 2
233 Uniform Standard Deviate 0.33529663086
234 Max Iterations 500
235 Precision 0.0001 Random Value Formula
236 Cosine Distribution Cosine 8.94078626596 =COSINV(C231,C232,C233,C234,C235)
237
238
239 3.4.5 Generate Random Numbers Using the Semicircle Distribution
240 Center 5
241 Radius 1
242 Uniform Standard Deviate 0.97744750977
243 Max Iter 500
244 Precision 0.001 Random Value Formula
245 Semicircle distribution SemiCircle 5.2666015625 =SEMICIRCINV(C240,C241,C242,C243,C244)
246
247
248 3.5.1 Generate Random Numbers Using the GRK Distributions
249 Parameters for the GRK Distribution
250 Minimum 3.000
251 Mode 5.000
252 Maximum 16.000
253 Uniform Standard Deviate 0.349 Random Nos. Formulas
254 Specific Formula using actual numbers GRK 3.946 =GRK(3,5,16,UNIFORM())
255 General Formula using cell references GRK 4.342 =GRK(C250,C251,C252)
256 General Formula with a USD specified GRK 4.604 =GRK(C250,C251,C252,C253)
257
258 3.5.2 Generate Random Numbers Using the GRKS Distributions
259 General formula without bounds GRKS 6.855 =GRKS(3,5,16,UNIFORM())
260 Lower no. of standard deviations 3.000 GRKS Min 9.760 =GRKS(3,5,16,UNIFORM(),C260)
261 Upper no. of standard deviations 4.000 GRKS Max 4.611 =GRKS(C250,C251,C252,C253, ,C261)
262 GRKS Min&Max 4.740 =GRKS(C250,C251,C252,C253,C260,C261)
263
264
265 3.6.1 Generate Random Numbers Using the Bernoulli Distribution
266 Parameter for the Bernoulli Distribution
267 Probability of a success or a 1 0.450 Random Nos. Formulas
268 Specific Formula using actual numbers Bernoulli 0.000 =BERNOULLI(0.45)
269 General Formula using cell references Bernoulli 0.000 =BERNOULLI(C267)
270
271
272 3.6.2 Generate Random Numbers Using the Binomial Distribution
273 N 6.000
274 P 0.300
275 Uniform Standard Deviate 0.544 Random Nos. Formulas
276 Binomial Disttribution Binomial 0.000 =BINOMINV(C273,C274)
277 Binomial Disttribution with a USD Binomial 2.000 =BINOMINV(C273,C274,C275)
278
279
280 3.6.3 Generate Random Numbers Using the Negative Binomial Distribution
281 N 6.000
282 P 0.300
283 Uniform Standard Deviate 0.400 Random Nos. Formulas
284 Negative Binomial Neg. Binomial 10.000 =NEGBINOMINV(C281,C282)
285 Negative Binomial with a USD Neg. Binomial 12.000 =NEGBINOMINV(C281,C282,C283)
286
287
288 3.6.4 Generate Random Numbers Using the Multinomial Distribution
289 No. of Trials 54.000
290 Array of Probs 0.1 Random Value Formula
291 0.2 Array function #NAME?
292 0.3
293 0.4
294 USD 0.97745
295 Probs as Scalar 0.5 Scalar Function 34 =MULTINOMINV(C289,C295,C294)
296
297
298 3.6.5 Generate Random Numbers Using the Poisson Distribution
299 L 5.000
300 Uniform Standard Deviate 0.665 Random Nos. Formulas
301 Poisson Poisson 6.000 =POISSONINV(C299)
302 Poisson with USD Poisson 6.000 =POISSONINV(C299,C300)
303
304
305 3.6.6 Generate Random Numbers Using the Geometric Distribution
306 P 0.300
307 Uniform Standard Deviate 0.097 Random Nos. Formulas
308 Geometric Geometric 1.000 =GEOMINV(C306)
309 Geometric with USD Geometric 1.000 =GEOMINV(C306,C307)
310
311
312 3.6.7 Generate Random Numbers Using the Hypergeometric Distribution
313 N 100.000
314 M 25.000
315 K 5.000
316 Uniform Standard Deviate 0.724 Random Nos. Formulas
317 Hypogeometric Hypogeometric 1.000 =HYPERGEOMINV(C313,C314,C315)
318 Hypogeometric with USD Hypogeometric 2.000 =HYPERGEOMINV(C313,C314,C315,C316)
319
320
321 3.7.1 Generate Random Numbers Using the Empirical Distribution
322 Parameters for an Empirical Distribution
323
324 P(x) Price
325 0 1.5030
326 0.038462 1.5031
327 0.115385 1.9440
328 0.192308 2.0112
329 0.269231 2.0743
330 0.346154 2.2647
331 0.423077 2.2847 Uniform Std Deviate
332 0.500000 2.3649 0.966
333 0.576923 2.3749
334 0.653846 2.4551 Random Nos. Formulas
335 0.730769 2.5052 Four Forms of the Empirical Distribution using a Common USD
336 0.807692 2.5453 Empirical 1 3.247 =EMPIRICAL(B325:B339,A325:A339,D332)
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337 0.884615 2.7156 Empirical 2 3.247 =EMP(B325:B339,A325:A339,D332)
338 0.961538 3.2467 Empirical 3 3.247 =EMP(B325:B339,,D332)
339 1 3.2468 EMP Norm Tail 3.247 =EMP(B325:B339,A325:A339,D332,1)
340
341 3.7.2 Generate Random Numbers Using the Truncated Empirical Distribution
342 Minimum 2.000
343 Maximum 3.000 Random Nos. Formulas
344 Emp Min & Max 2.507 =TEMPIRICAL(B325:B339,A325:A339,C342,C343)
345 Emp Min & Max 3.000 =TEMPIRICAL(B325:B339,A325:A339,C342,C343,D332)
346
347 3.7.3 Generate Random Numbers Using the Discrete Empirical Distribution
348 Sorted Values for a Discrete Random Variable
349 1
350 5 USD 0.8352
351 8 Random Nos. Formulas
352 9 Discrete Emp 8.000 =DEMPIRICAL(A349:A353)
353 11 Discrete Emp 11.000 =DEMPIRICAL(A349:A353,C350)
354
355
356 3.7.4 Generate Random Numbers Using the Kernel Density Estimator Distribution
357 Unsorted Data Range
358 1.500 Bandwidth 0.1163 =BANDWIDTH(A358:A370)
359 1.940 Kernel Estimator 0 "0" indicated Gaussian
360 2.540 USD 0.4055
361 2.360 Max Iterations 1000
362 2.280 Precision 0.00001
363 2.370
364 2.070 Random Nos. Formulas
365 2.500 Kernel Density E 2.31893051147 =KDEINV(A358:A370,C358,C359,C360,C361,C362)
366 2.260
367 3.240
368 2.710
369 2.450
370 2.507
371
372
373 3.7.5 Discrete Uniform Distribution or Sampling Without Replacement
374 Black Die White Die Random No. Formula
375 1 1 Roll Black Die 3 =RANDSORT(A375:A380)
376 2 2 Roll White Die 4 =RANDSORT(B375:B380)
377 3 3 Sum of Two Dice 7 =E376+E375
378 4 4
379 5 5
380 6 6
381
382 3.7.6 Random Sorting a List of Names Using the Array Function form of RANDSORT
383 List of Names to be Sampled Random Nos. Formula
384 Ace Random Shuffle of Objects #NAME? =RANDSORT(A384:A387)
385 King Using the Array Function form: Ace
386 Queen Jack
387 Jack King
388
389 Draw a single name at random Queen =RANDSORT(A384:A387)
390
391
392 3.7.7 Generate Random Numbers Using the Bootstrap Simulation
393 Random Values for X Random Nos. Formulas
394 1 Bootstrap 3 =BOOTSTRAPPER($A$394:$A$399)
395 2 Bootstrap 1 =BOOTSTRAPPER($A$394:$A$399)
396 3 Bootstrap 5 =BOOTSTRAPPER($A$394:$A$399)
397 4 Bootstrap 1 =BOOTSTRAPPER($A$394:$A$399)
398 5 Bootstrap 4 =BOOTSTRAPPER($A$394:$A$399)
399 6 Bootstrap 1 =BOOTSTRAPPER($A$394:$A$399)
400
401 Bootstrap Simulation with a Matrix of Observations: Preserve the values across the row.
402 Random Bootstrap Nos. Maintaining the Rows
403 X1 X2 X3 X1 X2 X3 Formula
404 1.0 23.4 4.5 #NAME? 56.7 3.3 =BOOTSTRAPPER($A$404:$C$408,1)
405 4.0 56.7 3.3 #NAME? 56.7 3.3 =BOOTSTRAPPER($A$404:$C$408,1)
406 8.0 12.9 6.9 #NAME? 12.9 6.9 =BOOTSTRAPPER($A$404:$C$408,1)
407 9.0 6.4 2.3 #NAME? 55.5 1.5 =BOOTSTRAPPER($A$404:$C$408,1)
408 5.0 55.5 1.5 #NAME? 12.9 6.9 =BOOTSTRAPPER($A$404:$C$408,1)
409
410
411
412 3.8 Generate Random Numbers Using the Random Walk
413 Mean 10
414 Standard Deviation 3
415 USD 0.26712036133
416 Distribution Gaussian 0
417 Initial Value 4.5
418 Coefficient 0 Random Nos. Formulas
419 Random Walk sequence RandomWalk 8.13536328647 =RANDWALK(C413,C414,C415,C416,C417,C418)
420
421
422 3.9.1 Generate Correlated Standard Normal Deviates
423 Correlation Matrix for 3 Random Variables
424 Price 1 Price 2 Price 3
425 Price 1 1 0.86884999796 0.98095796327
426 Price 2 0 1 0.81578132503
427 Price 3 0 0 1
428 CSND is an array function so highlight a 3x1 array for the three variables
429 Random Nos. Formulas
430 Price 1 #NAME? =CSND(B425:D427)
431 Price 2 0.83940
432 Price 3 0.61599
433
434
435 3.9.2 Generate Correlated Uniform Standard Deviates
436 Correlation Matrix for 3 Random Variables
437 Price 1 Price 2 Price 3
438 Price 1 1 0.86884999796 0.98095796327
439 Price 2 0 1 0.81578132503
440 Price 3 0 0 1
441 CUSD is an array function so highlight a 3x1 array for the three variables
442 Random Nos. Formulas
443 Price 1 #NAME? =CUSD(B438:D440)
444 Price 2 0.81247
445 Price 3 0.59244
446
447

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448 3.9.3 Multivariate Normal Distribution in One Step
449 Covariance Matrix
450 Price 1 Price 2 Price 3 Prod 1 Prod 2 Prod 3
451 #NAME? 100.000 173.770 147.144 -8.980 -43.833 -190.314
452 #NAME? 400.000 244.734 -9.523 -183.525 -246.381
453 #NAME? 225.000 -12.938 -63.369 -304.910
454 #NAME? 9.000 39.829 63.377
455 #NAME? 625.000 425.693
456 #NAME? 1296.000
457 Array Function for
458 Assumed Means Correlated MVN Values Formulas for random numbers
459 Price 1 100.0 #NAME? =MVNORM(B459:B464,B451:G456)
460 Price 2 200.0 173.295 =MVNORM(B459:B464,B451:G456)
461 Price 3 250.0 243.692 =MVNORM(B459:B464,B451:G456)
462 Prod 1 25.0 27.465 =MVNORM(B459:B464,B451:G456)
463 Prod 2 190.0 187.008 =MVNORM(B459:B464,B451:G456)
464 Prod 3 260.0 289.534 =MVNORM(B459:B464,B451:G456)
465
466
467 3.9.4 Multivariate Normal Distribution Simulated in Two Steps
468 Correlation Matrix for 6 Random Variables
469 Price 1 Price 2 Price 3 Prod 1 Prod 2 Prod 3
470 Price 1 1 0.86884999796 0.98095796327 -0.2993458442 -0.1753334709 -0.528651155326
471 Price 2 0 1 0.81578132503 -0.1587216966 -0.3670505748 -0.342195571765
472 Price 3 0 0 1 -0.2875080178 -0.16898345 -0.564647896053
473 Prod 1 0 0 0 1 0.5310527664 0.5868265687507
474 Prod 2 0 0 0 0 1 0.4729917473762
475 Prod 3 0 0 0 0 0 1
476
477 Use CSND as an Array Function and let Simetar generate its own Independent SNDs
478 Vector of CSNDs Formulas used for the CSND random numbers
479 #NAME? =CSND(B470:G475)
480 1.202 =CSND(B470:G475)
481 2.628 =CSND(B470:G475)
482 -1.329 =CSND(B470:G475)
483 -1.315 =CSND(B470:G475)
484 -2.245 =CSND(B470:G475)
485
486 Second step in a Multivariate Normal Distribution is to use the CSNDs with Means and Standard Deviations
487 Variable Mean Std Dev CSND Random Value Formulas used for the random numbers
488 Price 1 100.0 10 #NAME? #NAME? =B488+C488*D488
489 Price 2 200.0 20 1.202 224.037 =B489+C489*D489
490 Price 3 250.0 15 2.628 289.418 =B490+C490*D490
491 Prod 1 25.0 3 -1.329 21.012 =B491+C491*D491
492 Prod 2 190.0 25 -1.315 157.123 =B492+C492*D492
493 Prod 3 260.0 36 -2.245 179.187 =B493+C493*D493
494
495
496 3.9.5 Multivariate Empirical Distribution in One Step
497 Historical Data for the Random Variables
498 Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
499 1 1.500 2.420 1.370 119.375 34.428 67.744
500 2 1.940 2.570 1.700 119.844 37.674 69.396
501 3 2.540 3.720 2.270 84.613 34.070 63.779
502 4 2.360 3.720 2.100 116.165 32.748 55.428
503 5 2.280 2.610 2.120 118.503 39.498 63.077
504 6 2.370 3.000 2.251 108.581 34.333 59.256
505 7 2.070 3.240 1.873 131.480 39.305 72.616
506 8 2.500 3.260 2.310 100.705 38.213 59.912
507 9 2.260 3.450 2.128 138.608 37.575 72.805
508 10 3.240 4.550 3.190 113.453 35.812 55.614
509 11 2.710 4.300 2.340 127.051 36.314 67.471
510 12 2.450 3.380 2.200 127.043 39.740 69.546
511 13 2.007 2.605 1.815 133.300 43.265 66.469
512
513 Variables One Step MVE Formulas used for the random numbers Vector of Means
514 0.11538461596 #NAME? =MVEMP(B499:G511,,,,F514:F519,1) 100.000
515 0.19230769575 184.878 200.000
516 0.26923078299 248.057 250.000
517 0.34615385532 28.309 25.000
518 0.42307692766 205.566 190.000
519 0.5 284.866 260.000
520 The last parameter in =MVEMP() is for the type of deviates to use
521 See the equation editor for the functions of this parameter 0, 1, 2, 3
522
523
524 3.9.6 Multivariate Empirical Distribution in Two Steps
525 First use EMP Icon to estimate parameters
526 Output for Empirical Distributions with 13 Observations as Percent Deviations from Mean
527 Unsorted Deviations from Mean
528 Obs. Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
529 1 -0.825 -0.874 -0.758 1.012 -2.724 2.890
530 2 -0.385 -0.724 -0.428 1.481 0.522 4.541
531 3 0.215 0.426 0.142 -33.751 -3.082 -1.076
532 4 0.035 0.426 -0.028 -2.198 -4.404 -9.427
533 5 -0.045 -0.684 -0.008 0.140 2.346 -1.778
534 6 0.045 -0.294 0.123 -9.782 -2.819 -5.598
535 7 -0.255 -0.054 -0.255 13.117 2.153 7.761
536 8 0.175 -0.034 0.182 -17.658 1.061 -4.943
537 9 -0.065 0.156 0.000 20.245 0.423 7.951
538 10 0.915 1.256 1.062 -4.910 -1.340 -9.241
539 11 0.385 1.006 0.212 8.688 -0.838 2.616
540 12 0.125 0.086 0.072 8.679 2.588 4.691
541 13 -0.318 -0.689 -0.313 14.937 6.113 1.614
542 Mean 2.325 3.294 2.128 118.363 37.152 64.855
543 St.Dev. 0.40023052772 0.63879181882 0.4083439502 13.9631927199 2.80845527527 5.6719650246649
544 C.V. 17.213054416 19.3910059853 19.1864679156 11.7969121579 7.55935301569 8.745632240467
545 Autocorrelation C 0.27654166954 0.40252620411 0.21235316742 -0.2620698868 0.07649437247 -0.374041610069
546
547 Unsorted Deviations from Mean as a Percent of Mean
548 Obs. Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
549 1 -0.3548822532 -0.26539080336 -0.35629116014 0.00854786931 -0.0733225195 0.0445536997483
550 2 -0.1656477142 -0.21985717547 -0.20123720602 0.01250892624 0.01405507168 0.0700201131561
551 3 0.09239938456 0.12923397169 0.0665832602 -0.2851442845 -0.0829489968 -0.016594636774
552 4 0.01498525495 0.12923397169 -0.0132930192 -0.0185741023 -0.1185328419 -0.145348748455
553 5 -0.0194210249 -0.2077148747 -0.00389580986 0.00118373917 0.06314686164 -0.027419007358
554 6 0.01928603992 -0.08932744219 0.05774988342 -0.0826444841 -0.0758687222 -0.086323543715
555 7 -0.1097375094 -0.01647363756 -0.11985737312 0.11082066943 0.057939537 0.1196688403211
556 8 0.07519624465 -0.01040248717 0.08537767888 -0.1491845254 0.02856803474 -0.076219635828
557 9 -0.0280225948 0.04727344149 -0.00013692612 0.17104207554 0.01137240257 0.1225906615808
558 10 0.39345433306 0.38118671269 0.49885488989 -0.0414837158 -0.036056912 -0.142484280658
559 11 0.1655127292 0.30529733287 0.0994734929 0.0734043728 -0.0225567104 0.0403409531374
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560 12 0.05369231975 0.02602441514 0.03369302751 0.07332856238 0.06965893909 0.0723325770689
561 13 -0.1368152096 -0.2090834251 -0.14702073834 0.12619489738 0.16454585599 0.0248830077747
562
563 Correlation Matrix
564 Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
565 Var 1 1 0.86884999796 0.98095796327 -0.2993458442 -0.1753334709 -0.528651155326
566 Var 2 1 0.81578132503 -0.1587216966 -0.3670505748 -0.342195571765
567 Var 3 1 -0.2875080178 -0.16898345 -0.564647896053
568 Var 4 1 0.5310527664 0.5868265687507
569 Var 5 1 0.4729917473762
570 Var 6 1
571
572 Sorted Deviations from Mean as a Percent of Mean
573 F(x) Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
574 0 -0.3549177414 -0.26541734244 -0.35632678926 -0.285172799 -0.1185446952 -0.14536328333
575 0.03846153989 -0.3548822532 -0.26539080336 -0.35629116014 -0.2851442845 -0.1185328419 -0.145348748455
576 0.11538461596 -0.1656477142 -0.21985717547 -0.20123720602 -0.1491845254 -0.0829489968 -0.142484280658
577 0.19230769575 -0.1368152096 -0.2090834251 -0.14702073834 -0.0826444841 -0.0758687222 -0.086323543715
578 0.26923078299 -0.1097375094 -0.2077148747 -0.11985737312 -0.0414837158 -0.0733225195 -0.076219635828
579 0.34615385532 -0.0280225948 -0.08932744219 -0.0132930192 -0.0185741023 -0.036056912 -0.027419007358
580 0.42307692766 -0.0194210249 -0.01647363756 -0.00389580986 0.00118373917 -0.0225567104 -0.016594636774
581 0.5 0.01498525495 -0.01040248717 -0.00013692612 0.00854786931 0.01137240257 0.0248830077747
582 0.57692307234 0.01928603992 0.02602441514 0.03369302751 0.01250892624 0.01405507168 0.0403409531374
583 0.65384614468 0.05369231975 0.04727344149 0.05774988342 0.07332856238 0.02856803474 0.0445536997483
584 0.73076921701 0.07519624465 0.12923397169 0.0665832602 0.0734043728 0.057939537 0.0700201131561
585 0.80769228935 0.09239938456 0.12923397169 0.08537767888 0.11082066943 0.06314686164 0.0723325770689
586 0.88461536169 0.1655127292 0.30529733287 0.0994734929 0.12619489738 0.06965893909 0.1196688403211
587 0.96153843403 0.39345433306 0.38118671269 0.49885488989 0.17104207554 0.16454585599 0.1225906615808
588 1 0.39349367849 0.38122483136 0.49890477538 0.17105917975 0.16456231058 0.1226029206469
589
590 Now Your have to program the rest of the steps
591 Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
592 Vector CUSD #NAME? 0.95912822088 0.9103508376 0.27750717202 0.29358343145 0.2320555915152 =CUSD(B565:G570)
593 Forecast Means #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? =TRANS(F514:F519)
594 Var 1 Var 2 Var 3 Var 4 Var 5 Var 6
595 Stoch Values #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? =G593*(1+G592)
596
597
598 3.9.7 Multivariate Mixed Distribution
599 Correltation Matrix for four correlated random variables
600 Variable 1 Variable 2 Variable 3 Variable 4
601 Variable 1 1 0.86884999796 0.98095796327 -0.2993458442
602 Variable 2 0 1 0.81578132503 -0.1587216966
603 Variable 3 0 0 1 -0.2875080178
604 Variable 4 0 0 0 1
605
606 Generate a vector of CUSDs using the correlation matrix
607 Variable 1 #NAME? =CUSD(B601:E604)
608 Variable 2 0.4783
609 Variable 3 0.2875
610 Variable 4 0.7230
611
612 Parameters for the four distributions Min Mean/Middle Max
613 Variable 1 U(Min, Max, CUSD1) 10 20
614 Variable 2 Emp(Mean, Si, F(Si), CUSD2) 2.325
615 Variable 3 GRKS(Min, Middle, Max, CUSD3) 5 15 17
616 Variable 4 Beta(CUSD4, Alpha, Beta) 1.5 5
617 Si as a Fraction of the Mean for Empirical
618 Si values F(x) probabilities
619 -0.3549 0
620 -0.3549 0.03846153989 Mixed Multivariate Random Variables
621 -0.1656 0.11538461596 Random VariableRandom Numbers Formulas
622 -0.1368 0.19230769575 Variable 1 14.17032 =UNIFORM(D613,F613,B607)
623 -0.1097 0.26923078299 Variable 2 2.33727 =E614*(1+EMP(A619:A633,B619:B633,B608))
624 -0.0280 0.34615385532 Variable 3 12.19623 =GRKS(D615,E615,F615,B609)
625 -0.0194 0.42307692766 Variable 4 0.30848 =BETAINV(B610,D616,E616)
626 0.0150 0.5
627 0.0193 0.57692307234
628 0.0537 0.65384614468
629 0.0752 0.73076921701
630 0.0924 0.80769228935
631 0.1655 0.88461536169
632 0.3935 0.96153843403
633 0.3935 1
634
635
636 3.9.8 Generate Random Numbers Using the Multivariave Lognormal Distribution
637 Covariance Matrix
638 Mean Vector Price 1 Price 2 Price 3
639 14 #NAME? 16.000 -5.000 10.000
640 20 #NAME? 25.000 -9.000
641 17 #NAME? 49.000
642
643 Correlated
644 SND Array Random VariableRandom Numbers Formulas
645 -0.1440803496 MVLogNormal 1 #NAME? =MVLOGNORM(A639:A641,C639:E641,A645:A647,,1)
646 -1.5242694945 MVLogNormal 2 14.97560 Put in a 1 for moments to return normal numbers.
647 -1.0557626492 MVLogNormal 3 11.19115
648
649
650 3.3.9 Generate Random Numbers Using the Multivariate Student's t
651 Covariance Matrix
652 Mean Vector Price 1 Price 2 Price 3
653 14 Price 1 16.00 -5.00 10.00
654 20 Price 2 25.00 -9.00
655 17 Price 3 49.00
656
657 Degrees of Freedom 25
658 SNDs Correlated
659 -0.4450120796 Random VariableRandom Numbers Formulas
660 0.54633037463 MVStudent t 1 #NAME? =MVTINV(A653:A655,C653:E655,C657,A659:A661)
661 0.28684507005 MVStudent t 2 19.67978
662 MVStudent t 3 16.80538
663
664
665 3.9.10 Generate Random Numbers Using the Hotelling T-Squared Distribution
666 P dimension of covariance matrix 3.000
667 df Degrees of Freedom 25.000
668 Uniform Standard Deviate 0.143 Random Nos. Formulas
669 Hotelling T-Squared distribution Hotelling T Sq 1.687 =HOTELLTINV(C666,C667)
670 Hotelling T-Squared distribution with USD Hotelling T Sq 6.497 =HOTELLTINV(C666,C667,C668)
671
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672
673 3.9.11 Generate Random Numbers Using the Wishart Distribution
674 Positive Definite Covariance Matrix
675 16 -5.000 10.000
676 25.000 -9.000
677 49.000
678 df Degrees of Freedom 25.000
679 Random Nos. Formulas
680 Wishart distribution #NAME? 7.5333864449 231.232673327 =WISHINV(A675:C677,C678)
681 7.533 416.910113179 -123.97861825
682 231.233 -123.97861825 716.671423498
683
684
685 3.9.12 Generate Random Numbers Using the Wilks Lambda Distribution
686 P dimension of Wishart matrix 3.000
687 N1 25.000
688 N2 50.000 Random Nos. Formulas
689 Wilks Lambda distribution Wilks Lambda 0.035 =WILKSLINV(C686,C687,C688)
690
691
692 3.9.13 Generate Random Numbers Using the Dirichlet Distribution
693 Alphas Array IUSDs Random Nos. Formulas
694 12 0.41027832031 Dirichlet 1 #NAME? =DIRICHINV(A694:A697,B694:B697)
695 13 0.23434448242 Dirichlet 2 0.22153815642 =DIRICHINV(A694:A697,B694:B697)
696 14 0.25595092773 Dirichlet 3 0.24576609148 =DIRICHINV(A694:A697,B694:B697)
697 15 0.40557861328 Dirichlet 4 0.29721814028 =DIRICHINV(A694:A697,B694:B697)
698
699
700 3.9.14 Uncorrelate Random Deviates -- CSND and CUSD
701 Price 1 Price 2 Price 3
702 Price 1 1 0.86884999796 0.98095796327
703 Price 2 0 1 0.81578132503
704 Price 3 0 0 1
705
706 Generate an array of CSNDs and an array of CUSDs, using an array of Independent Standard Normal Deviates
707 CSNDs CUSDs ISNDs
708 Price 1 #NAME? #NAME? -0.7662249165
709 Price 2 -0.7196153427 0.23588085689 -0.055028535
710 Price 3 -0.8431046317 0.19958491083 -0.8431046317
711 =CSND(B702:D704,F708:F710) =CUSD(B702:D704,F708:F710) =NORM()
712
713 Next Uncorrelate the CSNDs and CUSDs
714 Uncorr CSNDs Uncorr CUSDs
715 Price 1 #NAME? #NAME? These two arrays are the same as the starting
716 Price 2 #NAME? #NAME? array of ISNDs prior to the correlation.
717 Price 3 #NAME? #NAME?
718 =USND(B702:D704,B708:B710) =UUSD(B702:D704,D708:D710)
719
720
721 3.10 Iteration Counter in Simetar shows the iteration during simulation
722 Count of present iteration 1 =ITERATION()
723
724
725
726
727
728
729
730
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demoSimetar-Sim.xls Page 12