NTRANDLOGISTIC
Returns logistic pseudo random number(s) based on Mersenne Twister Algorithm which has long period (), high order of equidistribution (623 dimensions).
Syntax
NTRANDLOGISTIC(
Size,
M,
B,
Algorithm,
Random seed1,
Random seed2
)
Parameters
- Size is # of random numbers (Positive integer).
- M is a parameter of the distribution .
- B is a parameter of the distribution .
- 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 .
- The distribution is symmetric around mean of the distribution (skewness is 0).
- The distribution is leptokurtic (kurtosis is 1.2).
Example
- The example may be easier to understand if you copy it to a blank worksheet\
How to copy an example
-
Create a blank workbook or worksheet.
-
Select the example in the Help topic.
Note Do not select the row or column headers.
Selecting an example from Help
-
Press CTRL+C.
-
In the worksheet, select cell A1, and press CTRL+V.
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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.
| A | B | |
|---|---|---|
| 1 | Data | Description |
| 2 | -5.7 | Value of parameter M |
| 3 | 11 | Value of parameter B |
| 4 | Formula | Description (Result) |
| 5 | =NTRANDLOGISTIC(100,A2,A3,0) | 100 logistic deviates based on Mersenne-Twister algorithm for which the parameters above |