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alec1982
Specialist II
Specialist II

Create random values using NORMINV(RAND(),Mean,STD)

hi all,

wondering if someone can help on this.

I am trying to generate random values using NORMINV(RAND(),Mean,STD) where Mean and STD are values from another table.

to create 1000 random values I can use:

MonteCarlo:

Load

RecNo()  AS Instance,

NORMINV(RAND(),5,2)  AS [Assumption1]

AUTOGENERATE(1000);                      //where 5 and 2 are the mean and STD.

Now, how can I generate 1000 random values ([Assumption1]) for each ID in a resident table that looks as follow

ID, Mean, STD

1, 500,30

2,400,20

3,300,50

1 Solution

Accepted Solutions
swuehl
MVP
MVP

Just replace the INLINE table with your resident table:

LOAD

     ID,

     Iterno() as Instance,

     NORMINV(RAND(),Mean,STD) as [Assumption1]

RESIDENT MeanSTD

WHILE iterno() <=1000;

View solution in original post

3 Replies
swuehl
MVP
MVP

LOAD

     ID,

     Iterno() as Instance,

     NORMINV(RAND(),Mean,STD) as [Assumption1]

INLINE [

ID, Mean, STD

1, 500,30

2,400,20

3,300,50

]

WHILE iterno() <=1000;

alec1982
Specialist II
Specialist II
Author

Hi Swuehl,

I added the table as a sample of my original table which has about 300 lines.. so the inline load will not work. Any idea on how can i reference the table giving that the table name is MeanSTD..

swuehl
MVP
MVP

Just replace the INLINE table with your resident table:

LOAD

     ID,

     Iterno() as Instance,

     NORMINV(RAND(),Mean,STD) as [Assumption1]

RESIDENT MeanSTD

WHILE iterno() <=1000;