I'm trying to write a program in excel to generate random variables with mean mu and standard deviation sigma. I can simply refer to the worksheet function for it but it takes forever when I have it inside a loop doing a monte carlo simulation. There is one function in excel that returns a random number between 0 and 1 and I can refer to that function in the loop as many times as I want because it's not expensive (ie. doesn't take much time). So, here's the problem: I have mu, sigma, and a random number between 0 and 1. I need to generate a random number from a normal distribution with mean mu and standard deviation sigma. Anyone know how to do this? Thanks.