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Empirical cumulative distribution function

Does Excel allow me to plot the empirical cumulative distribution function? And if so, how can I do it? Thanks.

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I want to calculate the cumulative distribution function of a return series.
Appreciate anyone's good ideas.

I don't know anything about the distribution functions, but I have a range of numbers and I need to know each number's rank within the range. I believe that's related to distribution, so if someone could tell me how to go about calculating that (with or without those particular functions), I'd really appreciate it.

Hi all,
How do I create a normal curve graph and cumulative distribution graph
using excel?Thanks

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Hi all,
How do I create a normal curve graph and cumulative distribution graph using excel?Thanks

Currently, I have a spreadsheet in which I need to calculate the
cumulative distribution function of the standard z, as well the inverse
of the cdf for p(x).

For the sake of speed(?), I am using Application.NormSDist and

NormSDist is respectable, but the accuracy of NormSInv is laughable. I
was thinking of substituting both functions with custom methods.

For NormSDist() I was thinking of using the algorithm in Numerical
Recipes, and for NormSInv() I was thinking of using P.J. Acklam's algorithm.

The function that I am evaluating is of the form: (all variables are double)
y = NormSDist( (NormSInv(x) - a * m) / Sqr (1 - a * a) )

and I would be evaluating this function approximately 6000 times.

Would the substitution of the canned functions with custom ones
hamstring my project?

I would like to generate a histogram and a cumulative distribution function for a random variable.
The sample size is fixed at 2000.
I have found a suitable template which I adapted for my purposes. Unfortunately it does not work properly. As I am not very familiar with this kind of task in Excel I would appreciate your help very much. I have the following specific questions:

1) On the register "Randomized NPV Simulation" there is the expression '{=TABLE(;A43)}' in the cells for the sample values (#1-2000). What does it exactly mean?
2) Every time I run the simulation I get the error message '#DIV/0!' in one of the cells for the sample values. Due to this error all the subsequent calculations (Minimum, Maximum, Average, Standard deviation, etc.) do not work either.

How can I fix the problem? Many, many thanks for your help.


Hello everyone,

I hope to find any friendly spirits that can help me, I will be very grateful if you can. I´ve got a problem with my model set up in excel and the solver that I can´t find the solution to, so I´m hoping that any of you guys can help me.

I´m trying to maximize a likelihood function based on a set of adjustable cells and columns Q-Y that are linked to these adjustable cells and my variables used in the model.

An explanation of few of the columns linked to the adjustable cells is:

O: an equation based on the first 2 adjustable cells and 1 variable
P: the cumulative distribution function of O
Z: This is the goal/target equation as shown in the attached picture.
AA: This is the difference between the estimated inflation and the real inflation
AB: This is the likelihood of obtaining this difference, which I want to maximize.

My problem is three-folded:

1) Im not really sure that the equation written in Z corresponds to the equation given in the picture?!

2) When I run the solver, the adjustable cells D and E never changes, even though they are linked to column O. Does anyone know how to connect everything so that the solver uses all the adjustable cells?

3) Solver is also very sensitive to starting values of the rest of the adjustable cells. Does anyone know a way to figure out the global results instead of just the local?

I know its a lot I ask for, but its really hard to work on this alone so I would really appreciate any input.

I have attached the excel 2007-file (look at the one in the next reply) and a picture of the model equation if you want to have a look at what I have done.

Best regards,


I have the following data:

Observations: 1305
Current Observation: 3.75
Mean: 4.22
Standard Deviation: 0.64
Skewness: -1.01
Kurtosis: 0.96

I'd like to get the cumulative distribution for the current observation. If this distribution was normal, I would be able to use the NORMDIST function with the current observation, the mean and the standard deviation as inputs. However, this distribution is not normal.

Is there an easy way in excel to adjust the cumulative distribution for the skewness and kurtosis?

Hello Everyone,

I have a quick question. I am using Excel to do some statistical modelling and I am wondering if anyone knows if the PERCENTILE function in Excel has the ability to determine the most suitable probability distribution model that best describes the data set before giving an answer. No reference is made to the probability distribution model in the Excel help file on PERCENTILE function. Does anyone here definitively know how the PERCENTILE function works? Does it base the answer on the probabilty distribution function or does it simply order the data set and give the answer based on the rank? Any clarification is welcome.

I am trying to produce an empirical probability density function graph
in Excel. The aim of it is to compare the data with the standard Normal
distribution so I would also like to be able to plot the standard normal
probability density function on the same graph for this purpose. Any help
would be greatly appreciated!


I have data of 500 daily stock returns, and i want to plot the empirical probability density function of these returns using microsoft excel. However, i have no idea how to do so?

Can someone help?

Is anyone familiar with the Kaplan-Meier estimator, and if there is a way I can get excel to draw a traditional survivior curve? The charts on this page are the style that I would like to produce. However, these appear to have been produced using an add-on called XLstat-life.

I am attempting to produce a spreadsheet to analyse various statistical models which are all reliant on producing a survivor curve in this style. So far I have the code to get most of the distribution functions. Any help anyone could offer me would be gratefully received as I have spent days trying and can not find a way of doing this.


Does anyone know if Excel has a cumulative product function?

E.g. If i have a list of percentage gains/losses is there an easy function to work out the actual gain/loss over the period?

e.g. i have the following:

1 -50.0%
2 50.0%
3 20.0%
4 10.0%
5 10.0%
6 7.0%
7 8.0%

I want to have a simple formula that tells me the performance

Many thanks in advance.


How do I use the Student, x^2 and Gaus (normal) distributions?

For example in student distribution for n samples and error probability of 5% I'm going to Student's table I'm going in n-1 row and t=95 and find the corresponding number. But in Excel I don't know how it works.

I am using the cumulative payment function

I cannot figure out how to beable to use the autofill by dragging down and increment the 1,12 numbers by 12 each time, so each cell is total towards payment each year

For instance
And so on....


I could use some VBA code for the inverse poisson.

InversePoisson ( Randin, Mean) would return the largest integer, N, with CDF(N) <= Randin where the CDF is the cumulative distribution for the Poission with parameter Mean.

I am testing accuracy of a Poisson simulation program and need a way to simulate Poisson values from first principles so to speak.

Thanks for any help you can provide!

I'm a registered user of Excel 2007 (part of Office 2007).

I want to point out an error in an Excel function (the statistical Poisson distribution function), and request it be corrected with some update.

How do I do that?
When I try to contact technical support I'm asked what payment method I want to use.
Microsoft is making it very difficult to be a good Samaritan.

Thanks. Neal Carron

I am trying to use the excel function BINOMDIST to calculate what the probabilities would be for each correct score in a best of 14 darts match where the match stops if a player reaches the required 8 legs.

To work out these probabilities I am using the probabilities for each player to win a single leg when they are throwing first and then multiplying this by the number of possible combinations of this particular score occuring. This part I believe I have worked out correctly. Bear in mind, for Player A to win 8-1 then player B can only win one of the first 8 legs or else Player A would have already won the match 8-0. For any novices to the game of darts each player throws first in alternate legs so we also need to take in to account the player who is throwing first, I intend to identify this by marking either cell A2 or A3 with a 1.

On the attached example I believe I have correctly formulated for Player A to win 8-0 but am struggling with the remaining scores.

Could someone have a look at the example and see if they can point me in the right direction on how to formulate these remaining probabilities.


Hello again friends,
I am attempting to perform a cumulative subtraction function that starts over again when the value in a column changes.

I have a list that is sorted by a column for item number. The other two columns show the amount we have in stock and the amount being ordered against that stock. The order of rows IS relevant and cannot be changed.

Sample output is attached, with the "given" data outlined in a bold border.

The only way I have figured out to do this is to nest a whole lot of IF statements in a formula, which is not very elegant or easy to do, and is limited by the number of IF statements that can be nested. Am I missing something very simple, or making this harder than it should be?

I'm trying to verify the calculation for the Inverse Cumulative Standard
Normal Distribution Function (also known as the Probit function) represented
by the Excel function NORMSINV( ).

For instance: The Excel function =NORMSINV(0.9626) returns 1.78.

Can someone show me a manual calculation for this? I'm currently digging
through the statistics books, but hoping for a quick-n-dirty solution.


- George

Ok so i can get it to work with a normal distribution but im after a lognormal one

please help, i know ive done a small mistake somewhere but not sure where..

many thanks

version 2007


I am trying to create a triangular distribution function in Excel VBA with three parameters : a, b, and c. The parameters a and c are the minimum and maximum possible values, and b is the most likely value. The method is :
Calculate d = (b-a)/(c-a)
Generate a random number N between 0 and 1
If N <= d, then a + (c-a)*sqr(dN) is the required random number.
If N > d, then a + (c-a) [1 - sqr((1-d)(1-N)) is the required random number.

Any help will be appreciated


Hi everyone,

I have posted this question on another forum but hoped that I may be able to get a different perspective from other people.

I have been working on a problem that requires being able to calculate the chances of any winnng a series of coin tosses with a weighted coin.

The coin has for arguments sake a 65% / 35% chance of landing heads or tails and to win the game you need to hit your side 9 times.

Can you use excel to calculate things like: If heads takes the lead 1-0, what does that mean the its overall percentage chance of winning? If the score is 7-3 to tails, what are the chances of either side gaining victory? etc, etc.

I thought that there would be a way of setting up a spreadsheet that listed the goal (first to 9, 12, 15 or whatever) and below this the percentage chance of heads and the percentage chance of tails. Then somewhere would be a box to enter the current score (0-0, 3-5, 1-1 or whatever) and beside this the current chance of heads or tails gaining victory.

I've tried setting up something like this but am a bit of a dufus when it comes to knowing how, where and when to use the different functions of excel.

Would anyone be able to give me a hand in how to set up something like this?

Thanks in advance for any help.

Here is the link to the same question on another board

Can someone help me, give me a link to learn, how to plot the gaussian
normal distribution function in Excel!

Thanks and sorry for my english!


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