comp.lang.idl-pvwave archive: archive » Generation of another Gaussian random variable from a given one...

Home » Public Forums » archive » Generation of another Gaussian random variable from a given one...

Show: Today's Messages :: Show Polls :: Message Navigator
E-mail to friend

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

Report message to a moderator

[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

Previous Topic:	GDL 0.9.7 delivered
Next Topic:	How to make long program keep going if error comes??

-=] Back to Top [=-

[ Syndicate this forum (XML) ] [

] [

]

Current Time: Wed Oct 08 11:54:44 PDT 2025

Total time taken to generate the page: 0.00221 seconds