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Generation of another Gaussian random variable from a given one... [message #94133]

Fri, 27 January 2017 20:15

d.poreh
Messages: 406
Registered: October 2007

Senior Member

Folks,
I have a Gaussian random variable with zero mean, and variance (f_x). I need to generate another Gaussian random variable with zero mean, and another variance, that would be correlated with the first one (f_x) with the correlation coefficient of say *r*.
I need some suggestions...
Thanks for any kind of helps in advances,
Cheers,
Dave

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[Message index]

		Generation of another Gaussian random variable from a given one... By: d.poreh on Fri, 27 January 2017 20:15
		Re: Generation of another Gaussian random variable from a given one... By: d.poreh on Fri, 27 January 2017 20:29
		Re: Generation of another Gaussian random variable from a given one... By: Jim Pendleton on Fri, 27 January 2017 20:54
		Re: Generation of another Gaussian random variable from a given one... By: Markus Schmassmann on Mon, 30 January 2017 02:54
		Re: Generation of another Gaussian random variable from a given one... By: d.poreh on Tue, 31 January 2017 07:57

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