| Home |
| Search |
| Today's Posts |
|
#1
|
|||
|
|||
How can I generate correlated standard normals?
How can I generate correlated standard normals?
|
|
#2
|
|||
|
|||
|
How can I generate correlated standard normals?
Generate three N(0,1) variables, X2,X2,X3
Y1=a*X1+b*X3 Y2=c*X2+d*X3 where a^2+b^2=1=c^2+d^2. Y1 and Y2 are both N(0,1) with correlation b*d Jerry "Dan" wrote: How can I generate correlated standard normals? |
| Reply |
| Thread Tools | Search this Thread |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Forum | |||
| feel that the STANDARD DEVIATION formula on Excel is incorrect !! | Excel Worksheet Functions | |||
| Generate random numberes using reference to the other cell. | Excel Worksheet Functions | |||
| GENERATE RANDOM NUMBERS BUT EXCLUDE A NUMBER IN THE SEQUENCE | Excel Discussion (Misc queries) | |||
| Generating Correlated Random Values in Excel | Excel Discussion (Misc queries) | |||
| how do I generate an array of correlated values | Excel Worksheet Functions | |||
Linear Mode
