MathGroup Archive 1997

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Generation of random vector

  • To: mathgroup at
  • Subject: [mg8211] Generation of random vector
  • From: Vijaya Poudyal <vpoudy at>
  • Date: Tue, 19 Aug 1997 21:11:49 -0400
  • Sender: owner-wri-mathgroup at


I have to generate an N-dimensional random vector of known mean and
covariance matrix. How can I achieve this in Mathematica or otherwise?
ANY help would be greatly appreciated.

Vijaya Poudyal

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