search for: multivariate_normal

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2012 May 15
1
Probabilistic aggregation
Hello, I'm a new user to R and need some help coding a mathmatically simple aggregation of normal distributions. I have three normal distributions: A ~ N(8.51, 4.24^2) B ~ N(7.57, 3.62^2) C ~ N(10.84, 6.59^2) with correlation coefficients of: rho(AB) = 0.710 rho(AC) = 0.263 rho(BC) = 0.503 and I want to simulate Z = A + B + C, showing the results on a plot and fitting a distribution to the