PsiMVNormal (µ,∑)
PsiMVNormal (µ,∑) is a multivariate distribution that returns a vector of random variables that are normally distributed, with mean values specified by the vector µ, and covariance values specified by the matrix ∑. This is a generalization of the PsiNormal distribution to higher dimensions.
PsiMVNormal returns an array of sample data; to use it, you must ‘array-enter’ a formula using this function. For example, you might select cells A1:A5, type a formula such as =PsiMVNormal(B1:B5,C1:G5), and press Ctrl + Shift + Enter. The formula will appear in all five cells as {=PsiMVNormal(B1:B5, C1:G5)}. On each Monte Carlo trial, the function will return 5 sample values.
