Multivariate Normal distribution | Vose Software

Multivariate Normal distribution

Format: VoseMultiNormal({m}, {cov_matrix})

A multivariate normal distribution, also sometimes called a multinormal distribution, is a specific multivariate probability distribution, which can be thought of as a generalization to higher dimensions of the one-dimensional normal distribution.

ModelRisk functions added to Microsoft Excel for the Multivariate Normal distribution

VoseMultiNormal generates random values from this distribution for Monte Carlo simulation or calculates a percentile

VoseMultiNormalProb returns the probability density or cumulative distribution function for this distribution

VoseMultiNormalProb10 returns the log10 of the probability density or cumulative distribution function  




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