To create a probability density plot for a normal random parameter in Excel, you can follow these steps:

1. Generate a range of values for the attribute: Create a column in Excel with a range of values that cover the relevant range for the normal random parameter. For example, you can have a column with values ranging from the minimum possible value to the maximum possible value for the attribute.

2. Calculate the probability density for each value: In an adjacent column, use the NORM.DIST function in Excel to calculate the probability density for each value. The NORM.DIST function requires inputs for the value, mean, and standard deviation. Use the mean and standard deviation of the normal distribution that represents the random parameter.

3. Create a line plot: Select the range of values in the first column along with the corresponding probability density values in the second column. Then, go to the "Insert" tab in Excel and choose a line plot or scatter plot to visualize the data. Excel will create a line plot with the range of values on the x-axis and the probability density values on the y-axis.

4. Customize the plot: Format the plot as desired by adding axis labels, a title, and adjusting the appearance of the plot elements. You can also add gridlines or change the line style and color to enhance the plot's visual presentation.

By following these steps, you can create a probability density plot in Excel to visualize the marginal utility or heterogeneity associated with the normal random parameter in a discrete choice experiment. Remember to use the appropriate mean and standard deviation values based on your specific parameter and dataset.