[R] How to generate two dimensional random variable for normal distributed

Patrick Wang
Thu, 17 May 2007 06:20:25 -0000

Hi,

I can use runif to generate 1 dimensional random variables,

assume the dimesion of the random variable is 2, X(x1, x2), how do I
generate the  2 dimensional random variable with normal distribution?

Do I need to both a mean vector and variance covariance matrix?

Thanks
Pat