Mathematica 9 is now available
Student Support Forum
-----
Student Support Forum > General > > "False covariance"

Post Reply:
Name:
Email Address:

Please send email when my message is replied to.

Url (optional):
Subject:
Message: view original message?
Attachment (optional):
Please answer this:1+4 =



Original Message (ID '500242') By Peter Pein:
Hi, if I understand the documentation correctly, the covariance matrix belongs to the "inner" MultinormalDistribution. Indeed, with your example I get Correlation[Log@dist] as desired and the matrix Correlation[rnd] is {{1.,0.500246},{0.500246,1.}} with my random matrix. hth, Peter