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