Multivariate.Triangular.P
RiskAMP Random Distribution Functions
Using this function in Excel:
=Multivariate.Triangular.P(Range of Values, Correlation, P10, Most Likely, P90)
Function arguments:
| Range of Values | Range comprising the multivariate distribution |
| Correlation | Correlation matrix |
| P10 | 10th Percentile Value |
| Most Likely | Most likely value for the Triangular distribution |
| P90 | 90th Percentile Value |
Returns a sample from the Triangular distribtion, as part of a multivariate distribution.
This version describes the triangular distribution using the 10th and 90th percentile values, plus the mode (most likely value).
This is a multivariate distribution function. See the page Multivariate Distribution for more information on the Range and Correlation parameters.