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MathGroup Archive 2004

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Drawing random values

  • To: mathgroup at
  • Subject: [mg47328] Drawing random values
  • From: Virgil Stokes <vs at>
  • Date: Mon, 5 Apr 2004 05:23:13 -0400 (EDT)
  • Organization: Uppsala University
  • Sender: owner-wri-mathgroup at

I am trying to do a Monte Carlo simulation in which my model contains 3 
parameters with 3 different distributions and I need to draw random 
values from each of these distributions. In addition, there is 
correlation between these random values. The situations can be defined by,

  X is distributed uniformly (5,15)
  Y is distributed exponentially (25)
  Z is distributed lognormal (3000, 2000)

and, X is negatively correlated (-0.5) with Z, while Y is positively 
correlated (0.4) with Z.

How can I draw random values for X, Y, and Z so that all constraints are 

--V. Stokes

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