Why doesn't NORMSINV(RAND()) in Excel work as a standard normal random number generator? 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? !enter image description here

The problem not with `NORMSINV`, it is with your implementation of the Box-Muller transform. Excel's `LOG` function returns the base-$10$ logarithm, whereas what you need is the natural logarithm, `LN`.

Below is a histogram showing the Box-Muller transform using $\ln$ in blue, and the incorrect transform using $\log_{10}$ in red, with the expected curve from the standard normal distribution overlaid in dark blue.

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