Generation of random vector
- To: mathgroup at smc.vnet.net
- Subject: [mg8211] Generation of random vector
- From: Vijaya Poudyal <vpoudy at menger.eecs.stevens-tech.edu>
- Date: Tue, 19 Aug 1997 21:11:49 -0400
- Sender: owner-wri-mathgroup at wolfram.com
Hi, 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