TruncatedNormalValue
RiskAMP Random Distribution Functions
Using this function in Excel:
=TruncatedNormalValue(mu, sigma, min, max)
Function arguments:
mu | Mean of the underlying normal distribution |
sigma | Standard deviation of the underlying normal distribution |
min | Minimum value (optional) |
max | Maximum value (optional) |
This function returns a sample from a normal distribution, truncated to the minimum and/or maximum limit.