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Using Excel'S Rand Function

This document contains information about generating random numbers in Excel and VBA. It includes examples of using the RAND() and RND() functions to produce lists of random numbers in Excel cells and VBA. It also shows how to use the FREQUENCY function in Excel to analyze the distribution of random numbers generated by RAND().

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Syed Ameer Ali Shah
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© © All Rights Reserved
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54 views239 pages

Using Excel'S Rand Function

This document contains information about generating random numbers in Excel and VBA. It includes examples of using the RAND() and RND() functions to produce lists of random numbers in Excel cells and VBA. It also shows how to use the FREQUENCY function in Excel to analyze the distribution of random numbers generated by RAND().

Uploaded by

Syed Ameer Ali Shah
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Page 746

A B C D E
1 USING EXCEL'S RAND() FUNCTION
2 0.4924 0.0491 0.8483 0.2952 #VALUE!
3 0.5562 0.1787 0.3437 0.0423
4 0.4653 0.9437 0.0969 0.9938
5 0.4554 0.3025 0.7997 0.0481
6 0.4786 0.4440 0.7526 0.2866
7 0.0041 0.2547 0.1470 0.6599
8 0.7068 0.2271 0.4952 0.5937
9 0.6875 0.5716 0.3734 0.2118
10 0.9894 0.2448 0.7170 0.4400
11
Each cell contains thefunction Rand(). Each time you
12 update the spreadsheet or press F9 the block of cells will
produce a new set of randomnumbers.

Page 1
A B C D E

USING VBA'S RND FUNCTION TO


1 PRODUCE A LIST OF RANDOM
NUMBERS
2 List
3 0.04535
4 0.41403
5 0.86262
6 0.79048
7 0.37354
8 0.96195
9 0.87145
10 0.05624
11 0.94956
12 0.36402
UN-18B

A B C D E F

1
USING EXCEL'S FREQUENCY FUNCTION
TO TEST THE DISTRIBUTION OF RAND()
Random
2
numbers Bin Frequency
3 0.7083 #VALUE! 0.1 0
4 0.7666 0.2 0
5 0.2402 0.3 2
6 0.8366 0.4 0
7 0.2975 0.5 2 #VALUE!
8 0.4326 0.6 0
9 0.4358 0.7 0
10 0.8698 0.8 2
11 0.9620 0.9 2
12 0.9876 1 2
13
Each cell in the range A3:A12 contains the formula Rand(). Pressing F9 will produce a new set of
14
random numbers and frequencies.
Uniformly Distributed Random Numbers
Runs 1,000,000
Starttime 17:37:03
Bin Output Stoptime 17:37:04
1 100,070 Elapsed 0:00:01
2 100,659
3 99,652
4 99,765
5 100,001 Frequency Distribution of 1,000,000 runs of VBA's Rnd function
6 99,832 100,800
7 99,812
8 99,854 100,600
9 100,234 100,400
10 100,121
100,200
100,000
99,800
99,600
99,400
99,200
99,000
1 2 3 4 5 6 7 8 9 10

Graph title
Frequency Distribution of 1,000,000 runs of VBA's Rnd function
VBA's Rnd function

7 8 9 10

BA's Rnd function


A B C

1
PRODUCING LISTS OF RANDOM
NUMBERS
2 Seed 334
3
Output: Output:
4 Each run Each run
different same
5 0.36654 0.29708
6 0.85005 0.70653
7 0.54326 0.65463
8 0.21992 0.96848
9 0.35859 0.48999
10 0.12416 0.72373
11 0.22022 0.06518
12 0.94125 0.60034
13 0.18800 0.25382
14 0.90571 0.70398
15
Note: to see the effect of the "Run Random_Same" button,
16 erase the cells B5:B14. Changing the seed in cell B2
changes the output in column B.
-0.889395
1.087806 Bin Frequency 60
-1.884846 -3 3
0.58754 -2.9 0
-0.710439 -2.8 1 50
1.107367 -2.7 0
-1.412782 -2.6 2
0.723298 -2.5 2
40
-0.243391 -2.4 4
1.148851 -2.3 2
-0.352358 -2.2 4
30
0.047868 -2.1 8
0.613745 -2 7
1.476174 -1.9 6
0.511462 -1.8 6 20
-0.802727 -1.7 9
-2.276302 -1.6 11
0.585451 -1.5 13 10
-0.509023 -1.4 19
0.77227 -1.3 16
-1.463782 -1.2 21 0
-0.384205 -1.1 17 -3 -2 -1 0 1
0.391296 -1 14
-1.811059 -0.9 22
-0.218092 -0.8 29
-2.05333 -0.7 26
0.008682 -0.6 28
-1.561734 -0.5 29
-1.111755 -0.4 42
1.342078 -0.3 40
-0.212534 -0.2 40
-0.28522 -0.1 35
0.017558 0 42
-1.750573 0.1 50
-0.577479 0.2 41
2.526031 0.3 49
-0.985183 0.4 38
-0.288649 0.5 27
-1.299798 0.6 44
0.288329 0.7 29
-0.735977 0.8 29
-1.701064 0.9 18
0.262426 1 22
-0.165802 1.1 27
-0.261159 1.2 16
0.553334 1.3 15
1.864892 1.4 14
0.501375 1.5 19
-0.694675 1.6 10
-0.626819 1.7 13
-1.030437 1.8 8
-0.864784 1.9 6
0.855259 2 1
0.677157 2.1 8
-1.208925 2.2 4
-0.510765 2.3 1
0.592639 2.4 2
0.002027 2.5 5
0.088739 2.6 1
-0.172786 2.7 1
1.563808 2.8 0
0.607752 2.9 0
-0.881696 3 1
0.067025
-0.543907
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0.316036
0.398244
1.620588
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-0.766715
-1.316173
-1.638186
0.914906
-2.241959
-0.908647
-0.878879
1.021504
0.386099
1.869703
-0.975167
0.230723
-0.353334
-1.120025
-0.297912
-1.797425
-1.337198
0.443296
0.984189
0.507021
-0.467737
0.181257
0.762104
0.600774
-0.396506
-1.24398
-0.254595
2.140059
0.759551
-0.090506
0.263456
1.179276
0.103419
1.002229
-0.443887
0.00111
-0.863672
0.443887
0.025055
1.021631
0.784906
-1.167853
-0.874834
0.366229
-1.385902
0.109881
0.879215
0.222403
-0.130917
-2.206561
-0.815569
-0.074003
-1.297842
0.3129
-0.338472
-1.617468
-1.369112
0.466883
-0.136706
-1.132721
0.698478
-0.062425
-1.308572
0.411612
1.759854
0.732571
0.347152
1 2 3
A B C D E

1
NORMALLY-DISTRIBUTED RANDOM
NUMBERS USING NORMSINV( )
2 Any number between 0 and 1 0.6
3 Normal number 0.2533 #VALUE!
4 Check: 0.6 #VALUE!
5
6 Random normal number 0.8137 #VALUE!
7
Random numbers
8
produced with Rand() NormSInv Bin Frequency
9 0.9616 1.7692 #VALUE! -3 0
10 0.9616 1.7692 #VALUE! -2.8 0
11 0.3263 -0.4502 #VALUE! -2.6 0
12 0.3715 -0.3278 #VALUE! -2.4 0
13 0.3636 -0.3488 -2.2 2
14 0.6981 0.5191 -2 0
15 0.4575 -0.1067 -1.8 0
16 0.4575 -0.1067 -1.6 4
17 Plotting 114
0.7336 numbers produced
0.6238with NormSInv(Rand()) -1.4 2
18 F9 produces
0.4124 a new series -0.2214 -1.2 5
14
19 0.2752 -0.5972 -1 6
20 0.0431 -1.7161 12 -0.8 5
21 0.8861 1.2059 -0.6 7
22 0.8666 1.1106 10 -0.4 8
23 0.6322 0.3376 -0.2 12
24 0.1806 -0.9130 0 7
8
25 0.9896 2.3107 0.2 7
26 0.0607 -1.5491 0.4 5
6
27 0.5992 0.2513 0.6 9
28 0.9157 1.3769 0.8 4
4
29 0.0673 -1.4964 1 10
30 0.0828 -1.3865 1.2 6
2
31 0.9142 1.3672 1.4 5
32 0.7668 0.7284 1.6 3
0.3799 -0.3057 0 1.8 3
33
-3 -2 -1 0 1 2
34 0.1389 -1.0851 2 13
35 0.1926 -0.8685 2.2 1
36 0.1248 -1.1515 2.4 2
37 0.7212 0.5863 2.6 0
38 0.1556 -1.0128 2.8 0
39 0.3336 -0.4300 3 0
40 0.9203 1.4069
41 0.3396 -0.4135
42 0.8881 1.2162
43 0.2317 -0.7333
44 0.3724 -0.3254
45 0.6019 0.2583
46 0.1839 -0.9004
47 0.0524 -1.6219
A B C D E
48 0.1187 -1.1816
49 0.7023 0.5311
50 0.9810 2.0753
51 0.5056 0.0140
52 0.2368 -0.7168
53 0.8354 0.9755
54 0.3628 -0.3511
55 0.6995 0.5230
56 0.4578 -0.1060
57 0.6623 0.4188
58 0.3365 -0.4221
59 0.1014 -1.2738
60 0.7000 0.5243
61 0.0532 -1.6146
62 0.8487 1.0308
63 0.5522 0.1311
64 0.7584 0.7010
65 0.3524 -0.3787
66 0.8607 1.0833
67 0.4186 -0.2054
68 0.3869 -0.2874
69 0.2939 -0.5420
70 0.3900 -0.2793
71 0.0865 -1.3628
72 0.8284 0.9477
73 0.1528 -1.0244
74 0.8267 0.9411
75 0.6782 0.4627
76 0.0098 -2.3352
77 0.0083 -2.3975
78 0.5664 0.1673
79 0.8204 0.9171
80 0.9310 1.4834
81 0.2692 -0.6153
82 0.9627 1.7829
83 0.8325 0.9641
84 0.7769 0.7617
85 0.9161 1.3792
86 0.2694 -0.6147
87 0.8639 1.0980
88 0.3414 -0.4086
89 0.8397 0.9934
90 0.4469 -0.1336
91 0.5777 0.1960
92 0.4879 -0.0304
93 0.3847 -0.2933
94 0.1291 -1.1306
95 0.9232 1.4270
96 0.6408 0.3606
97 0.3422 -0.4064
A B C D E
98 0.2651 -0.6276
99 0.4780 -0.0551
100 0.2336 -0.7272
101 0.6676 0.4334
102 0.1817 -0.9088
103 0.4896 -0.0260
104 0.1011 -1.2755
105 0.8112 0.8822
106 0.7887 0.8018
107 0.5715 0.1802
108 0.8741 1.1458
109 0.2724 -0.6056
110 0.5423 0.1063
111 0.0541 -1.6061
112 0.5307 0.0771
113 0.6298 0.3312
114 0.8281 0.9467
115 0.8533 1.0506
116 0.9873 2.2358
117 0.9726 1.9198
118 0.4005 -0.2522
119 0.1967 -0.8535
120 0.8289 0.9499
121 0.7035 0.5344
122 0.1082 -1.2360
F G H I J K

2
3
4
5
6
7
8
9
10
11 #VALUE!
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2 3
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47 Graph title
F G H I J K
48 F9 produces a new series
49
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L
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53
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56
57
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62
63
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Normally Distributed Random Numbers
using VBA and Excel's NormSInv() function
Runs 10,000 Starttime 14:42:27
Stoptime 14:49:17
Elapsed 0:06:50 #VALUE!

Frequency Distribution
Output Bin Frequency
-0.57809 -4 0
Frequency of 10,000 Normally Distributed R
0.257128 -3.9 0
-0.52642 -3.8 0 500
-0.1992 -3.7 0 450
1.025683 -3.6 1
400
1.178182 -3.5 1
0.776746 -3.4 1 350
-0.62443 -3.3 1 300
0.491146 -3.2 1 250
-0.05166 -3.1 1 200
1.131353 -3 10 150
0.22526 -2.9 4
100
-0.86543 -2.8 9
50
0.815413 -2.7 8
0.514054 -2.6 4 0
-4 -3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5
-1.48785 -2.5 9
-1.08219 -2.4 29
-1.62638 -2.3 26
1.148568 -2.2 27
1.370782 -2.1 34
0.544998 -2 57
-0.58508 -1.9 51
0.393157 -1.8 56
-0.12726 -1.7 78
0.659464 -1.6 80
-0.02638 -1.5 104
-0.52777 -1.4 136
1.488913 -1.3 184
-0.56049 -1.2 181
-1.06314 -1.1 192
0.64703 -1 265
0.35337 -0.9 277
-0.47279 -0.8 310
1.049633 -0.7 314
-0.09911 -0.6 306
-0.88038 -0.5 351
0.795358 -0.4 402
-0.43919 -0.3 378
0.331155 -0.2 415
-1.13016 -0.1 376
1.148577 0 434
0.23872 0.1 388
0.011897 0.2 394
0.682272 0.3 383
0.02501 0.4 358
-0.1944 0.5 316
-1.51325 0.6 344
-0.90417 0.7 317
-1.1086 0.8 279
-1.59276 0.9 289
1.308415 1 244
0.529382 1.1 235
0.56926 1.2 206
-1.04954 1.3 185
-0.32652 1.4 140
-0.45316 1.5 126
-2.0959 1.6 119
1.877433 1.7 105
1.76786 1.8 90
0.340627 1.9 71
-1.20282 2 70
1.117368 2.1 50
1.677655 2.2 39
1.025772 2.3 34
-1.02427 2.4 31
1.754949 2.5 16
-0.51118 2.6 16
-0.9985 2.7 7
-0.32691 2.8 12
-1.32472 2.9 11
0.806055 3 3
-0.50456 3.1 3
-0.34024 3.2 3
-1.73295 3.3 1
-0.2751 3.4 1
-0.23707 3.5 0
0.266615 3.6 1
1.846482 3.7 0
1.562404 3.8 0
-1.93869 3.9 0
-0.8715 4 0
-1.18446
-2.40345
0.045691
1.200742
0.774049
-1.71115
0.237556
-0.35199
-0.03644
0.731905
-1.02165
0.630036
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0.889366
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0.266386
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1.013761
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1.829585
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1.63219
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1.511711
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1.531208
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1.12799
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1.572017
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0.663654
0.990702
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1.679518
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1.14151
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Graph title:
Frequency of 10,000 Normally Dist

Normally Distributed Random Numbers


500
450
400
350
300
250
200
150
100
50
0
-0.5 0 0.5 1 1.5 2 2.5 3 3.5 4
y of 10,000 Normally Distributed Random Numbers
Normally Distributed Random Numbers
This sheet saves time by
not recording the random numbers on the screen
Runs 100,000 Starttime 19:50:12
Stoptime 19:50:49
Elapsed 0:00:37 #VALUE!

Bin Output
-4 0.0000200
-3.9 0.0000100 Frequency Distribution of 100,000 Normally Distributed Random Num
-3.8 0.0000150
-3.7 0.0000550
0.0250
-3.6 0.0000700
-3.5 0.0000550
-3.4 0.0000800 0.0200
-3.3 0.0000550
-3.2 0.0001200 0.0150
-3.1 0.0002300
-3 0.0002400 0.0100
-2.9 0.0003750
-2.8 0.0004250
0.0050
-2.7 0.0005900
-2.6 0.0007900
-2.5 0.0009800 0.0000
-2.4 0.0011900 -4 -3.5 -3 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 3 3
-2.3 0.0016800
-2.2 0.0020300
-2.1 0.0025150
-2 0.0031600
-1.9 0.0036000
-1.8 0.0044000
-1.7 0.0049950
-1.6 0.0060050
-1.5 0.0072700
-1.4 0.0082400
-1.3 0.0096450
-1.2 0.0104100
-1.1 0.0116250
-1 0.0129750
-0.9 0.0143300
-0.8 0.0154150
-0.7 0.0159350
-0.6 0.0169200
-0.5 0.0179050
-0.4 0.0190150
-0.3 0.0194800
-0.2 0.0193200
-0.1 0.0198350
0 0.0200200
0.1 0.0202750
0.2 0.0194100
0.3 0.0188200
0.4 0.0178150
0.5 0.0168000
0.6 0.0159050
0.7 0.0149450
0.8 0.0136650
0.9 0.0122700
1 0.0114500
1.1 0.0100450
1.2 0.0092600
1.3 0.0081950
1.4 0.0068200
1.5 0.0059150
1.6 0.0049450
1.7 0.0042100
1.8 0.0033850
1.9 0.0030450
2 0.0022650
2.1 0.0019300
2.2 0.0015800
2.3 0.0010500
2.4 0.0008950
2.5 0.0008000
2.6 0.0005950
2.7 0.0004200
2.8 0.0003650
2.9 0.0002700
3 0.0001950
3.1 0.0001200
3.2 0.0000800
3.3 0.0001050
3.4 0.0000300
3.5 0.0000300
3.6 0.0000000
3.7 0.0000250
3.8 0.0000250
3.9 0.0000000
4 0.0000200
Graph title:
Frequency Distribution of 100,000 Normally Distributed Random Num

y Distributed Random Numbers

5 1 1.5 2 2.5 3 3.5 4


Distributed Random Numbers
BOX-MULLER ROUTINE FOR STANDARD NORMAL
Runs 10,000,000
DEVIATES
Starttime 15:18:53
Stoptime 15:19:31
Elapsed 0:00:38 #VALUE!

Bin Output
-4 0.0000
-3.9 0.0000 0.0450
-3.8 0.0000
-3.7 0.0001 0.0400
-3.6 0.0001
-3.5 0.0001 0.0350
-3.4 0.0001
-3.3 0.0002
0.0300
-3.2 0.0003
-3.1 0.0004
-3 0.0005 0.0250
-2.9 0.0007
-2.8 0.0009 0.0200
-2.7 0.0012
-2.6 0.0016 0.0150
-2.5 0.0020
-2.4 0.0025 0.0100
-2.3 0.0032
-2.2 0.0040 0.0050
-2.1 0.0049
-2 0.0060
0.0000
-1.9 0.0072
-4 -3 -2 -1 0 1 2
-1.8 0.0086
-1.7 0.0102
-1.6 0.0120
-1.5 0.0139
-1.4 0.0160
-1.3 0.0183
-1.2 0.0206
-1.1 0.0230
-1 0.0254
-0.9 0.0278
-0.8 0.0301
-0.7 0.0323
-0.6 0.0343
-0.5 0.0360
-0.4 0.0375
-0.3 0.0386
-0.2 0.0394
-0.1 0.0398
0 0.0398
0.1 0.0395
0.2 0.0386
0.3 0.0375
0.4 0.0361
0.5 0.0343
0.6 0.0323
0.7 0.0301
0.8 0.0278
0.9 0.0254
1 0.0230
1.1 0.0206
1.2 0.0183
1.3 0.0161
1.4 0.0139
1.5 0.0120
1.6 0.0102
1.7 0.0086
1.8 0.0072
1.9 0.0060
2 0.0049
2.1 0.0040
2.2 0.0032
2.3 0.0025
2.4 0.0020
2.5 0.0016
2.6 0.0012
2.7 0.0009
2.8 0.0007
2.9 0.0005
3 0.0004
3.1 0.0003
3.2 0.0002
3.3 0.0001
3.4 0.0001
3.5 0.0001
3.6 0.0001
3.7 0.0000
3.8 0.0000
3.9 0.0000
4 0.0000
0

0
0 1 2 3 4

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