Multivariate.Normal
RiskAMP Random Distribution Functions
Using this function in Excel:
=Multivariate.Normal(Range of Values, Correlation, Mean, Std.Dev.)
Function arguments:
| Range of Values | Range comprising the multivariate distribution |
| Correlation | Correlation matrix |
| Mean | Mean |
| Std.Dev. | Standard deviation |
Returns a sample from the Normal 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.