怎样用excel 逆累积分布函数 求10,000个关于对数正态分布 的随机值

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怎样用excel 逆累积分布函数(inverse cdf function)求10,000个关于对数正态分布(LN distribution)的随机值(random value)????

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版主coral033：
Returns the inverse of the lognormal cumulative distribution function of x, where ln(x) is normally distributed with parameters mean and standard_dev. If p = LOGNORMDIST(x,...) then LOGINV(p,...) = x.

Use the lognormal distribution to analyze logarithmically transformed data.
Syntax
LOGINV(probability,mean,standard_dev)
Probability   is a probability associated with the lognormal distribution.
Mean   is the mean of ln(x). Standard_dev   is the standard deviation of ln(x).

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关键词：对数正态分布 累积分布函数 用excel EXCEL 分布函数 EXCEL value random function cdf

hutu5565 发表于 2010-10-27 12:13
怎样用excel 逆累积分布函数(inverse cdf function)求10,000个关于对数正态分布(LN distribution)的随机值(random value)????

----------------------

版主coral033：
Returns the inverse of the lognormal cumulative distribution function of x, where ln(x) is normally distributed with parameters mean and standard_dev. If p = LOGNORMDIST(x,...) then LOGINV(p,...) = x.

Use the lognormal distribution to analyze logarithmically transformed data.
Syntax
LOGINV(probability,mean,standard_dev)
Probability   is a probability associated with the lognormal distribution.
Mean   is the mean of ln(x). Standard_dev   is the standard deviation of ln(x).

-----------------------------------------------------------------------------

0.039084	Probability associated with the lognormal distribution
3.5	Mean of ln(x)
1.2	Standard deviation of ln(x)

-----------------------------------------------------------------------------

A	B
Data	Description
0.039084	Probability associated with the lognormal distribution
3.5	Mean of ln(x)
1.2	Standard deviation of ln(x)
Formula	Description (Result)
=LOGINV(A2, A3, A4)	Inverse of the lognormal cumulative distribution function for the terms above (4.000014)

Excel2010
对数正态分布的均值为10，标准差为4的话
随机数公式为：LOGNORM.INV(RAND(),10,4)
复制、粘贴到10000个单元格即可