excel - VBA中具有广义帕累托分布和Weilbull分布的随机数生成器

Question

我想在 VBA 中使用 Weibull 和广义帕累托分布生成随机数。你能帮我解决一下吗。我对使用 Analysis Toolpack-VBA 不感兴趣。

在此先感谢，斯凯哈尼

Answer 1

这些用户定义的函数可以做你想做的事：

Function RandWeib(fScale As Single, _
                  fShape As Single, _
                  Optional bVolatile As Boolean = False) As Single

  ' shg 2008
  ' http://en.wikipedia.org/wiki/Weibull_distribution

  ' Returns a random variate with Weibull distribution
  ' fScale > 0
  ' fShape > 0
  ' By formula: =Scale * -LN(RAND()) ^ (1 / Shape)

  If bVolatile Then Application.Volatile

  RandWeib = fScale * (-Log(1! - Rnd())) ^ (1! / fShape)
End Function

Function RandPareto(fScale As Single, _
                    fShape As Single, _
                    Optional bVolatile As Boolean = False) As Single
  ' shg 2015
  ' https://en.wikipedia.org/wiki/Pareto_distribution

  ' Returns a random variate with Pareto distribution
  ' fScale > 0
  ' fShape > 0
  ' By formula: =Scale / RAND() ^ (1 / Shape)

  If bVolatile Then Application.Volatile

  RandPareto = fScale / (1! - Rnd()) ^ (1! / fShape)
End Function