Multivariate.Beta
RiskAMP Random Distribution Functions
Using this function in Excel:
=Multivariate.Beta(Range of Values, Correlation, alpha, beta)
Function arguments:
| Range of Values | Range comprising the multivariate distribution |
| Correlation | Correlation matrix |
| alpha | Shape parameter |
| beta | Shape parameter |
Returns a sample from the Beta distribtion, as part of a multivariate distribution.
This is a multivariate distribution function. See the page Multivariate Distribution for more information on the Range and Correlation parameters.