Mathematics, 20.02.2020 03:39 alvarezmrs1913
Give an algorithm for generating random variables X1, X2, X3 having a multivariate distribution with means E[Xi] = i, i = 1, 2, 3, and covariance matrix. Also find the copula C_{X, X}\begin{pmatrix} 3 & -2 & 1\\ -2 & 5 & 3\\ 1 & 3 & 4 \end{pmatrix}
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Give an algorithm for generating random variables X1, X2, X3 having a multivariate distribution with...
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