Multivariate.Lognormal
RiskAMP Random Distribution Functions
Using this function in Excel:
=Multivariate.Lognormal(Range of Values, Correlation, Mean, Std.Dev.)
Function arguments:
| Range of Values | Range comprising the multivariate distribution |
| Correlation | Correlation matrix |
| Mean | Mean of the underlying Normal distribution |
| Std.Dev. | Standard deviation of the underlying Normal distribution |
Returns a sample from the Log-normal distribtion, as part of a multivariate distribution.
The Mean and Standard Deviation arguments apply to the mean and standard
deviation of the underlying normal distribution. To supply the mean and standard deviation
of the generated log-normal
distribution, use Multivariate.ScaledLognormal.
This is a multivariate distribution function. See the page Multivariate Distribution for more information on the Range and Correlation parameters.