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).(adsbygoogle = window.adsbygoogle || []).push({});

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.

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# Generating a normal random variable

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