Excel 2007 : left truncated normal distribution / normal distribution

**RobertW** · 01-30-2011, 01:30 PM

Hi I am looking for a way to generate a random number from a LTN distribution and LN distribution with known mean value and deviation.

For instance:

LTN
mean 1,3
dev 0,2

LN
mean 1,3
dev 0,2

How is this done in excel?

**shg** · 01-30-2011, 01:53 PM

For the left truncated normal distribution, you also need to specify the truncation point.

LN = Log Normal distribution?

EDIT: for the LTN, see http://domin.dom.edu/faculty/ajohnson/ltn.PDF

**RobertW** · 01-30-2011, 02:14 PM

Originally Posted by shg

For the left truncated normal distribution, you also need to specify the truncation point.

LN = Log Normal distribution?

EDIT: for the LTN, see http://domin.dom.edu/faculty/ajohnson/ltn.PDF

Yes I mean log normal distribution with LN. At the moment I am not sure of the truncation point do you need a number (limit) or a percentage (percentage of undercrossing)?

**shg** · 01-30-2011, 02:21 PM

This function gives a pair of LogNormal random variates. It requires the second.

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**RobertW** · 01-30-2011, 03:09 PM

Thanks, can I use your second function fot both LN an LTN?

LTN
mean 1,3
dev 0,2
truncation 1,0

LN
mean 1,3
dev 0,2

where do I fill in the variables?