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