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NTRANDGAMMA

Returns gamma pseudo random number(s) based on Mersenne Twister Algorithm which has long period (219937−12^{19937}-1), high order of equidistribution and 623 dimensions.

Syntax​

NTRANDGAMMA(
 Size,
 Alpha,
 Beta,
 Algorithm,
 Random seed1,
 Random seed2
)

Parameters​

  • Size is # of random numbers (Positive integer).
  • Alpha is a parameter of the distribution α(>0)\alpha (>0).
  • Beta is a parameter of the distribution β(>0)\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 Recipesran2()
  • Random seed1 is 1st. random seed.
  • Random seed2 is 2nd. random seed.

Remarks​

  • The distribution has a semi-infinite support [0,+∞)[0,+\infty).

Example​

  • The example may be easier to understand if you copy it to a blank worksheet
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.

AB
1DataDescription
24Value of parameter Alpha
32.3Value of parameter Beta
4FormulaDescription (Result)
5=NTRANDGAMMA(100,A2,A3,0)100 gamma 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.

See also​