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NTRANDGUMBEL

Returns Gumbel pseudo random number(s) based on Mersenne Twister Algorithm which has long period (219937-1), high order of equidistribution and 623 dimensions.

Syntax

NTRANDGUMBEL(

  • Size,
  • Alpha,
  • Beta,
  • Algorithm,
  • Random seed1,
  • Random seed2

)

 

Parameters

  • Size is # of random numbers (Positive integer).
  • Alpha is a parameter of the distribution \alpha.
  • Beta is a parameter of the distribution \beta\;(>0).
  • Algorithm is a integer value that determines a method to generate uniform random number.
    • 0: Mersenne Twister(2002)
    • 1: Mersenne Twister(1998)
    • 2: Numerical Recipes ran2()
  • Random seed1 is 1st. random seed.
  • Random seed2 is 2nd. random seed.

Remarks

  • The distribution has infinite support (-\infty,+\infty)
  • The distribution has constant skewness 1.3139547….
  • The distribution is leptokurtic (kurtosis is 2.4).

Example

  • The example may be easier to understand if you copy it to a blank worksheet
    click to open click to close How to copy an example

    1. Create a blank workbook or worksheet.
    2. Select the example in the Help topic.

      Note  Do not select the row or column headers.

      Selecting an example from Help

      Selecting an example from Help

    3. Press CTRL+C.
    4. In the worksheet, select cell A1, and press CTRL+V.
    5. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.
     
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    A B
    Data Description
    -3.5 Value of parameter Alpha
    23 Value of parameter Beta
    Formula Description (Result)
    =NTRANDGUMBEL(100,A2,A3,0) 100 beta deviates based on Mersenne-Twister algorithm for which the parameters above

    Note The formula in the example must be entered as an array formula. After copying the example to a blank worksheet, select the range A5:A104 starting with the formula cell. Press F2, and then press CTRL+SHIFT+ENTER.

  • Download sample excel sheet
  • See tutorial video

See also

 


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