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    Multivariate.PERT.P

    RiskAMP Random Distribution Functions

    Using this function in Excel:

    =Multivariate.PERT.P(Range of Values, Correlation, P10, Most Likely, P90, Lambda)

    Function arguments:

    Range of Values Range comprising the multivariate distribution
    Correlation Correlation matrix
    P10 10th Percentile Value
    Most Likely Most likely value for the PERT distribution
    P90 90th Percentile Value
    Lambda Optional weight parameter for the PERT distribution

    Returns a sample from the Beta-PERT distribtion, as part of a multivariate distribution.

    This version describes the PERT distribution using the 10th and 90th percentile values, plus the mode (most likely value) and lambda.

    This is a multivariate distribution function. See the page Multivariate Distribution for more information on the Range and Correlation parameters.

    See also

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