I am looking for an easy way to generate random numbers from a standard normal distribution in Excel. I realize the best way is probably the Box–Muller method,
SQRT(-2*LOG(RAND()))*COS(2*PI()*RAND()), and indeed, 10,000 of these looks like a good standard normal distribution. However, I can't figure out why a simpler function,
NORMSINV(RAND()), would not work as well. The distribution looks much flatter. Can somebody explain this to me?