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Draws from Multivariate Normal Distribution

• To: mathgroup at smc.vnet.net
• Subject: [mg46670] Draws from Multivariate Normal Distribution
• From: Gregory Lypny <gregory.lypny at videotron.ca>
• Date: Fri, 27 Feb 2004 19:31:59 -0500 (EST)
• Sender: owner-wri-mathgroup at wolfram.com

Anyone know how to set up random draws from a multivariate normal 
distribution based on a given n x n covariance matrix?

	Greg