Re: Draws from Multivariate Normal Distribution
- To: mathgroup at smc.vnet.net
- Subject: [mg46683] Re: Draws from Multivariate Normal Distribution
- From: "Hans Michel" <hansjm at bellsouth.net>
- Date: Sat, 28 Feb 2004 13:18:59 -0500 (EST)
- References: <c1onse$3cm$1@smc.vnet.net>
- Reply-to: "Hans Michel" <hansjm at bellsouth.net>
- Sender: owner-wri-mathgroup at wolfram.com
Hi: Look into help under standard packages -> Statistics -> Multinormal distribution Load. <<Statistics`MultinormalDistribution` WishartDistribution[sigma, m] sigma is covariance matrix and m degrees of freedom. Good luck. "Gregory Lypny" <gregory.lypny at videotron.ca> wrote in message news:c1onse$3cm$1 at smc.vnet.net... > Anyone know how to set up random draws from a multivariate normal > distribution based on a given n x n covariance matrix? > > Greg >