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Random number generator of 2 normal distributions partially correlated

  1. Oct 28, 2008 #1
    I am trying to generate 2 normal random distributions (x1,....,xn) (y1,.....,yn) that have a predefined degree of correlation between them. The constrain is that I am trying to have the same mean and stdev for both of them.
  2. jcsd
  3. Oct 29, 2008 #2
    You can generate two samples from a standard normal distribution and then apply a linear transformation.
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