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Random Series of Numbers - Each series to have same GEOMEAN

  1. #1
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    Random Series of Numbers - Each series to have same GEOMEAN

    Hi

    What I am attempting to do is generate a random series of numbers with each independent series to have the same GEOMEAN.

    The reason for this is I am attempting to generate random returns for an investment to illustrate the difference in volatility even though the compounding return is the same.

    I appreciate any suggestions.

    Thanks

  2. #2
    Valued Forum Contributor wenqq3's Avatar
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    Re: Random Series of Numbers - Each series to have same GEOMEAN

    Hi nbezza,
    1. how many series number(from 0-100?) you need in a set?
    2. How many set of series number you want?
    3. same GEOMEAN? Do you mean you set the GEOMEAN value 1st or maybe based on 1st set.

    My idea is do a loop for generate Random Number and calculate the GEOMEAN, loop will end until it found same GEOMEAN value.
    It might take a lot of time, depend how many series number and how many set you need.
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