Solomon Gofere

Aktiv seit 2014

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Statistik

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How can i generate a variable that is correlated with one variable and uncorrelated with another variable?
I have the following random numbers: e~N(0,1) and x~N(0,v), where v is variance of x. Here e and x are correlated. I want to...

etwa 11 Jahre vor | 0 Antworten | 0

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Hi guys, I have two randomly generated variables and want to generate the third which is correlated with one of them and uncorrelated with the other. How can I generate such random variable?
To be specific I have these series e~N(0,1)and x~N(0,v), where v is variance of x and I want to generate another variabl...

etwa 11 Jahre vor | 1 Antwort | 0

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Generating a random variable that has a predefined covariance with other random variable
I wanted to generate a normal random variable which has a predefined co-variance with another random number. But I can't figure ...

etwa 11 Jahre vor | 3 Antworten | 0

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I wanted to generate a normal random variable which has a predefined co-variance with another random number.
I wanted to generate a normal random variable which has a predefined co-variance with another random number. But I can't figure ...

etwa 11 Jahre vor | 0 Antworten | 0

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Hi I tried to run the following and it keeps giving me the following. Can somebody help me fix it.
close all clear all %Question # 1D alpha=1 beta=2 sigma=2 BetaOLS_Vector=ones(1000,2) for i=1:1000 x=normrnd(2,1,[...

mehr als 11 Jahre vor | 2 Antworten | 0

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