Info

This question is closed. Reopen it to edit or answer.

I wanted to generate a normal random variable which has a predefined co-variance with another random number.

1 view (last 30 days)
I wanted to generate a normal random variable which has a predefined co-variance with another random number. But I can't figure out how to proceed.Here is the specific problem,
I have e~N(0,1) and I want to generate X such that cov(x,e)=1 and E(X)=0. How can I generate this random number with sample size 500?
Thanks!

Answers (0)

This question is closed.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!