photo

vanewe


Last seen: 3 years ago Active since 2022

Followers: 0   Following: 0

Statistics

MATLAB Answers

1 Question
0 Answers

RANK
277,914
of 300,857

REPUTATION
0

CONTRIBUTIONS
1 Question
0 Answers

ANSWER ACCEPTANCE
100.0%

VOTES RECEIVED
0

RANK
 of 21,097

REPUTATION
N/A

AVERAGE RATING
0.00

CONTRIBUTIONS
0 Files

DOWNLOADS
0

ALL TIME DOWNLOADS
0

RANK

of 171,361

CONTRIBUTIONS
0 Problems
0 Solutions

SCORE
0

NUMBER OF BADGES
0

CONTRIBUTIONS
0 Posts

CONTRIBUTIONS
0 Public Channels

AVERAGE RATING

CONTRIBUTIONS
0 Discussions

AVERAGE NO. OF LIKES

  • Thankful Level 1

View badges

Feeds

View by

Question


独立随机变量转换为相关随机变量的问题。
我想实现的目的是将两相关独立标准正态随机变量转换为给定相关系数的相关正态随机变量。将给定的相关系数矩阵进行乔里斯基分解可获取其下三角矩阵,然后将下三角矩阵乘以两独立标准正态随机变量所组成的矩阵可获取对应的相关随机变量。但是我用matalab计算生成的两列相...

3 years ago | 1 answer | 0

1

answer