Info
Questa domanda è chiusa. Riaprila per modificarla o per rispondere.
I wanted to generate a normal random variable which has a predefined co-variance with another random number.
    4 visualizzazioni (ultimi 30 giorni)
  
       Mostra commenti meno recenti
    
I wanted to generate a normal random variable which has a predefined co-variance with another random number. But I can't figure out how to proceed.Here is the specific problem,
I have e~N(0,1) and I want to generate X such that cov(x,e)=1 and E(X)=0. How can I generate this random number with sample size 500?
Thanks!
0 Commenti
Risposte (0)
Questa domanda è chiusa.
Vedere anche
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
