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Generation of random numbers from a Lognormal distribution

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  1. #1
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    Generation of random numbers from a Lognormal distribution

    Hi everybody,
    I have to simulate losses occurring in a portfolio of non-life policies and I need to generate a several thousands of random numbers but from a Lognormal distribution. and repeat the operation many thousands of times. I tried the Excel add-in instrument "data Analysis" but it proposes only normal, poisson and binomial distribution as sources of random numbers.
    Can you suggest any other way of extracting numbers from a Lognormal distribution?
    I thank you in advance for your usual valuable assistance.
    Marco.
    Last edited by Romoluzzi; 09-15-2013 at 11:09 AM.

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    Forum Expert Jakobshavn's Avatar
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    Re: Generation of random numbers from a Lognormal distribution

    Is this what you need??:

    =exp(normsinv(Rand()))
    Gary's Student

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    Re: Generation of random numbers from a Lognormal distribution

    Thanks Jacobshavn, but unfortunately this is not what I need.
    In fact I have to try several lognormal distributions with different means and std deviations......
    Any other suggestion?

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    Re: Generation of random numbers from a Lognormal distribution

    I will investigate.

    EDIT:

    Please examine the attached workbook to see if it of any value.
    Attached Files Attached Files
    Last edited by Jakobshavn; 09-14-2013 at 08:45 AM.

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    Re: Generation of random numbers from a Lognormal distribution

    Many thanks again, Jacobshavn,
    I will try it and see what it comes out, it seems promitting....

  6. #6
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    Re: Generation of random numbers from a Lognormal distribution

    I did a very simple plot and it looks "reasonable"
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