MatrixObject.MultivariateNormalProbability

This function computes multivariate normal probabilities.

Syntax Parameters Return Value 
Function MatrixObject.MultivariateNormalProbability( _
    Mu As Variant, _
    Sigma As Variant, _
    LowerBounds As Variant, _
    UpperBounds As Variant, _
    LowerInf As Variant, _
    UpperInf As Variant, _
    Optional AbsoluteValueOfEpsilon As Double = "1e-3", _
    Optional RelativeValueOfEpsilon As Double = 0, _
    Optional MaxNumberOfFunctionValues As Integer = 0, _
    Optional ByRef Error As Variant) As Double
  • Mu [in]

Type: Variant

  • Sigma [in]

Type: Variant

  • LowerBounds [in]

Type: Variant

  • UpperBounds [in]

Type: Variant

  • LowerInf [in]

Type: Variant

  • UpperInf [in]

Type: Variant

  • AbsoluteValueOfEpsilon [in,optional]

Type: Double

Default value: "1e-3"

  • RelativeValueOfEpsilon [in,optional]

Type: Double

Default value: 0

  • MaxNumberOfFunctionValues [in,optional]

Type: Integer

Default value: 0

  • Error [out,optional]

Type: Variant

Double