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Re: Normally distributed vectors [message #12076 is a reply to message #12063]

Wed, 10 June 1998 00:00

Ewan A. Macpherson
Messages: 14
Registered: December 1996

Junior Member

Emilio Martines wrote:

> Hello, I am looking for a routine to generate random 3-component vectors
> sampled from a 3-dimensional normal distribution (with non-zero covariances of
> course...). I think that I know how to write it, but being rather lazy I hope
> that someone out there has already done it... Thanks in advance.

All you need to do is generate each component from
independent normal distributions.

--
Ewan Macpherson <emacpher@umich.edu>
Central Systems Laboratory
Kresge Hearing Research Institute
http://www-personal.umich.edu/~emacpher

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		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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