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Re: Normally distributed vectors [message #12063]

Thu, 11 June 1998 00:00

Emilio Martines
Messages: 4
Registered: March 1997

Junior Member

I sent by mistake my reply just to Ewan Macpherson, instead of the whole
newsgroup. However, since it might be of interest to other people, I post it
here together with his reply.

>>>
>>> All you need to do is generate each component from
>>> independent normal distributions.
>>>
>>
>> Hmmm... I might be wrong, but I think that this is true only if the
>> covariance matrix (the 3X3 matrix made up of variances and
>> covariances) is diagonal. In the other cases, I should find the
>> basis where it is diagonal, sample from independent normal
>> distributions, and then go back to the original basis. Just some
>> linear algebra.
>
> Yes indeed. I misread the part of your message where you
> specified NON-zero covariances. Oops!
> cheers,
> --
> Ewan Macpherson <emacpher@umich.edu>
> Central Systems Laboratory
> Kresge Hearing Research Institute
> http://www-personal.umich.edu/~emacpher

So, thanks Ewan for your attempt. Of course, my original request is still
valid. Greetings to everyone.

Emilio

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[Message index]

		Re: Normally distributed vectors By: Emilio Martines on Thu, 11 June 1998 00:00
		Re: Normally distributed vectors By: Ewan A. Macpherson on Wed, 10 June 1998 00:00

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