相关系数矩阵：10.60.5
0.610.2
0.50.21
Cholesky因子分解：
方法1 Solver：100 方法21确认安装规划求解工具0.60.800.6
0.5-0.1250.8570.5
检验：10.60.5
0.610.2
0.50.21
关联独立正态随机变量：
RandV1RandV2RandV3相关系数矩阵：CRandV1CRandV2CRandV3
0.467-0.734 1.59010.016-0.0700.467-0.307 1.688
-0.719-1.0270.6990.0161-0.034-0.719-1.2540.368
0.555-0.8640.484-0.070-0.03410.555-0.3580.800
0.077-0.3910.1680.077-0.2670.231
2.2240.2270.497按住F9重新计算 2.224 1.516 1.510
-0.157-0.9730.794-0.157-0.8730.723
0.7530.525-0.7420.7530.872-0.325
-1.3310.447-0.625-1.331-0.440-1.257 -1.9230.998-0.021-1.923-0.355-1.104
0.285 2.3010.1840.285 2.0120.012
0.189-0.236-2.0740.189-0.075-1.653
-3.666-0.462 1.291-3.666-2.570-0.669
0.389-1.121-0.2250.389-0.6630.142
-0.150-1.1630.326-0.150-1.0200.350 -0.336-0.508-0.852-0.336-0.608-0.835 -1.1560.693 1.248-1.156-0.1390.405
1.2650.4760.429 1.265 1.1400.941
2.490-0.173 1.245 2.490 1.355 2.334
0.4550.2730.2400.4550.4910.399
-1.406-0.3620.598-1.406-1.134-0.145
0.5380.966 1.5830.538 1.096 1.505
1.5470.873 1.501 1.547 1.627 1.951
0.8710.044-0.1960.8710.5580.262
-0.4580.275-0.409-0.458-0.054-0.614
1.0830.6900.426 1.083 1.2020.821
0.042-0.385-0.8780.042-0.283-0.684
-0.920-0.265-2.503-0.920-0.764-2.572 -0.0520.4070.989-0.0520.2950.771 -0.779-0.311-0.080-0.779-0.716-0.419
1.826-0.4840.822 1.8260.709 1.678 -0.001-1.5460.763-0.001-1.2370.847 -0.908
2.159-0.847-0.908 1.182-1.450
0.635 1.626 1.4110.635 1.681 1.324
1.483 1.7430.824 1.483
2.284 1.230 0.1190.920-0.9380.1190.807-0.860
0.127-0.390-1.7110.127-0.236-1.354
1.920-1.242-1.772 1.9200.159-0.403 -0.6640.043-0.439-0.664-0.364-0.714 -1.717-
2.058 2.983-1.717-2.677 1.955 0.1250.3330.1590.1250.3420.158 -0.2610.551-0.990-0.2610.284-1.048 1.357-0.386-0.786 1.3570.5060.054 0.536-0.270 2.0470.5360.105 2.055 -0.9470.0050.220-0.947-0.564-0.286 1.1510.488-0.273 1.151 1.0810.280 0.878-1.3730.0870.878-0.5710.685 0.337-0.1720.4170.3370.0650.547 -1.485-0.0510.524-1.485-0.932-0.287 -0.932-0.5350.377-0.932-0.987-0.076 1.3360.663-1.275 1.336 1.332-0.507 0.2170.3320.1410.2170.3960.187 -0.487-2.167-0.235-0.487-2.026-0.174 0.120-1.328-0.3810.120-0.990-0.100 -1.190-0.546 1.088-1.190-1.1510.406 -2.318 1.1810.167-2.318-0.446-1.163 -0.462-0.1280.369-0.462-0.3790.101 0.7730.637-0.6210.7730.974-0.225 -0.2560.492-0.271-0.2560.240-0.421 -0.337 1.681-0.856-0.337 1.143-1.112 -1.007 1.8430.204-1.0070.870-0.559 -0.6270.788-1.154-0.6270.254-1.401 -1.1340.430-1.042-1.134-0.337-1.514 -0.825 1.8730.633-0.825 1.004-0.104 -2.1540.034-0.257-2.154-1.265-1.302 0.263-1.5590.5630.263-1.0890.808 -0.2380.318-0.605-0.2380.112-0.677 -1.056 1.0660.089-1.0560.219-0.585 -0.3640.421 1.138-0.3640.1180.741 -0.1730.633-1.590-0.1730.403-1.528 -1.294-0.025-1.458-1.294-0.796-1.893 -0.1780.9430.704-0.1780.6480.397 -1.6460.5350.569-1.646-0.560-0.402 -1.227-1.5980.444-1.227-2.014-0.033 -1.2570.2060.795-1.257-0.5890.027 -0.1350.7460.906-0.1350.5160.616 -2.192-0.137-0.769-2.192-1.424-1.738 0.179-0.520 1.6330.179-0.309 1.554 -1.4290.5720.721-1.429-0.400-0.168
0.298 1.1590.0830.298 1.1060.076
1.1070.1510.373 1.1070.7850.854 -0.942-1.6710.190-0.942-1.902-0.099 0.134-0.8480.3940.134-0.5980.511 -1.7220.263-0.253-1.722-0.823-1.111 -1.2000.3230.316-1.200-0.462-0.370
2.492 1.077-1.759 2.492 2.357-0.396 -0.9950.092-1.097-0.995-0.523-1.449 -2.268 1.151-0.497-2.268-0.440-1.704 0.211-0.119-1.3720.2110.032-1.055 0.193-2.180 1.2960.193-1.628 1.480
1.1860.458-0.950 1.186 1.078-0.278 0.0550.7870.3280.0550.6630.210 -0.8870.043 1.505-0.887-0.4980.840 0.9970.4470.0960.9970.9560.525 -0.626-0.589-0.898-0.626-0.846-1.009 -1.118-0.4840.831-1.118-1.0580.213 -0.820-1.6710.003-0.820-1.829-0.199 -0.066 1.118 1.919-0.0660.855 1.472 -1.840-0.7800.218-1.840-1.728-0.635 -0.673-0.586-0.687-0.673-0.873-0.852 -0.176-0.780-1.127-0.176-0.730-0.956 0.510-1.0500.4750.510-0.5340.793
2.4820.5440.372 2.482 1.924 1.492 -0.059-0.709-0.212-0.059-0.603-0.122 -1.105-2.6400.882-1.105-2.7750.533 -0.747-0.385-1.357-0.747-0.756-1.488 -0.339-0.2210.913-0.339-0.3800.640 -1.025-0.5340.712-1.025-1.0420.164 -1.4500.0720.402-1.450-0.812-0.389 -0.011-0.900-0.882-0.011-0.726-0.649 0.3620.715-0.1680.3620.789-0.052 0.1440.303 1.3770.1440.329 1.214 0.450 1.648-1.1990.450 1.588-1.008 0.357-0.750-0.5920.357-0.386-0.235 -0.8290.2390.990-0.829-0.3060.404 0.1350.869-0.2990.1350.777-0.298 -
3.2970.7680.273-3.297-1.363-1.510 2.9960.434-1.710 2.996 2.145-0.021 -0.157-1.2400.060-0.157-1.0860.128 0.240-0.0940.8380.2400.0690.850 -1.156-1.2950.501-1.156-1.7290.013 1.952-1.821-0.090 1.952-0.285 1.127 -0.226 1.230-0.246-0.2260.848-0.477 -1.007 1.250-0.386-1.0070.396-0.991 -0.081 2.0790.365-0.081 1.6140.013 0.011-1.773-1.3470.011-1.412-0.927 -0.871 1.189-0.812-0.8710.428-1.280 -0.5540.493-1.110-0.5540.062-1.290 -0.2950.0200.022-0.295-0.160-0.131
0.177 1.3690.1870.177 1.2010.077
1.157-0.961-1.498 1.157-0.074-0.585 1.421-1.297-1.582 1.421-0.185-0.483 -1.018 1.830 1.111-1.0180.8530.215 -0.8200.400-0.711-0.820-0.172-1.070 -1.973-0.669-1.254-1.973-1.719-1.978 -0.879-
2.566-0.046-0.879-2.580-0.158 -0.980 1.733-0.404-0.9800.798-1.053 0.035-0.5450.2490.035-0.4150.299 -0.009-1.387-0.474-0.009-1.116-0.238
0.844-0.0120.0070.8440.4970.430
1.144-0.1220.084 1.1440.5890.660 -0.672-1.237 1.708-0.672-1.392 1.282
2.499-0.0950.155 2.499 1.423 1.394 0.342-1.855-0.6040.342-1.279-0.115 -0.880-1.6540.615-0.880-1.8510.293 -0.352 1.0930.169-0.3520.663-0.168
0.4150.308-1.1510.4150.495-0.817 0.2610.7530.4050.2610.7590.383 0.169-0.913 1.0960.169-0.629 1.138
0.361-0.0030.1700.3610.2140.327
1.1130.430-0.138 1.113 1.0120.385 -1.330-0.0820.744-1.330-0.864-0.017 -1.238-0.165-1.062-1.238-0.875-1.508 -0.335-1.9670.861-0.335-1.7740.816 -0.403-0.0200.709-0.403-0.2580.409 0.723-0.272-0.0560.7230.2160.348 0.527-1.886-1.3420.527-1.193-0.651 0.6200.705-0.1990.6200.9360.051 -0.2690.289-1.302-0.2690.070-1.287 -0.0730.408-0.669-0.0730.283-0.660 -0.042-0.830-1.379-0.042-0.689-1.099 0.805 1.596 1.0200.805 1.760 1.077 0.130-0.8590.5300.130-0.6090.627 0.587-0.1500.9610.5870.232 1.136 -1.435-0.5130.243-1.435-1.272-0.445
0.160-0.074-1.2790.1600.037-1.006
1.091-0.459-0.359 1.0910.2870.295
0.1750.214 2.0520.1750.276 1.819
1.6590.258-0.745 1.659 1.2020.158 -0.019 1.2290.198-0.0190.9720.006 0.808-0.4890.5820.8080.0940.964 0.579-0.357 1.1920.5790.062 1.356 -
2.0210.248 1.519-2.021-1.0140.260 0.3320.1390.8680.3320.3110.893 -0.5910.896 1.207-0.5910.3620.627 0.454 1.544 1.5310.454 1.507 1.346 0.1490.348-0.6030.1490.368-0.486 -0.4290.615-0.080-0.4290.235-0.360 0.8380.669-
3.1410.838 1.038-2.357 -0.035-0.579-1.137-0.035-0.484-0.919 -0.5780.314-0.544-0.578-0.096-0.794 -1.403-1.1470.179-1.403-1.759-0.405 -0.7960.813-1.339-0.7960.173-1.646 -0.181-0.479 1.063-0.181-0.4920.881 -0.734-0.324-1.855-0.734-0.700-1.916 0.0780.457-0.1800.0780.412-0.173 0.0530.483 1.0600.0530.4180.874
0.744-0.595-0.8870.744-0.030-0.314
1.123 1.407
2.130 1.123 1.799 2.211 1.9160.042-0.981 1.916 1.1830.112 1.1390.667-1.222 1.139 1.217-0.561 -0.725 1.0520.126-0.7250.406-0.386 -0.890 1.189-0.534-0.8900.417-1.051 -0.7140.7890.651-0.7140.2030.102 0.754-1.0940.6420.754-0.423 1.064 0.245 1.984-0.3540.245 1.735-0.428 0.7830.568-0.4660.7830.924-0.079 0.2480.8700.9650.2480.8450.843 0.080-0.3850.4220.080-0.2600.450 -1.280-0.252-1.173-1.280-0.970-1.613 -1.6390.319-0.400-1.639-0.728-1.202 -1.850-0.017-0.056-1.850-1.124-0.971
-1.427 2.1160.507-1.4270.837-0.544 0.004-0.579-0.4190.004-0.460-0.285 -0.972-1.247-0.593-0.972-1.581-0.838 0.160-0.1710.1650.160-0.0410.243 0.155-1.1940.6170.155-0.8620.756 -0.4900.708-2.013-0.4900.272-2.058 -0.0450.2950.566-0.0450.2090.425 -0.988-0.994-2.396-0.988-1.388-2.423 0.032-0.462-0.8200.032-0.350-0.629 -0.4890.390-1.583-0.4890.019-1.650 0.330-0.5850.6350.330-0.2700.782 -0.265-0.241-0.733-0.265-0.352-0.730 -0.225-1.0690.349-0.225-0.9900.320 -0.968-1.3230.321-0.968-1.639-0.043 -0.2740.1040.288-0.274-0.0820.097 1.182-1.015-0.276 1.182-0.1030.481 1.697-0.8450.836 1.6970.342 1.671 0.921-0.0610.0350.9210.5040.499 -0.8330.951-1.854-0.8330.261-2.124
1.577
2.020-2.213 1.577 2.562-1.360
2.793-0.178-0.735 2.793 1.5330.789 0.847-0.4830.7900.8470.122 1.161 0.773 2.1990.3840.773 2.2230.441 -0.762 1.014-0.705-0.7620.354-1.112 -0.1790.8730.160-0.1790.591-0.062 -0.262-0.890-0.055-0.262-0.869-0.067
0.487-0.228 1.7720.4870.109 1.791
1.7740.9340.161 1.774 1.8120.909 -0.153-1.1210.238-0.153-0.9880.268 0.333-1.5920.1240.333-1.0740.472 0.473-1.381-0.9690.473-0.821-0.421
00
0.80
-0.1250.857
相关系数矩阵：
10.6340.485
0.63410.187
0.4850.1871