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2011 Aug 25
2
Create two uniformly random variables correlated
Hello, I want to create two random variables (x1,x2) both with uniform distribution bounded by (-1) and (1) that has a correlation of 0.6 between them. Does somebody know how I can do it? For normal random variables I known how to implement it with the rmvnorm command but I don't know how to do it with variables uniformly distributed. Thanks a lot. Alexandra [[alternative HTML