Displaying 1 result from an estimated 1 matches for "multivariate_normal".
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