generating a random variable
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Here is what I want to do I want to generate a random variable X (X~N(0,A)), that is it has 0 mean and A is a 10*10 covariance matrix which is a 10*10 identity matrix
now what i want to do is I want to generate a 10*1000 random variable X using the above information. The resulting random variable should have a variance of 1 (rows and columns are uncorrelated)
Please help me if you can. Thanks
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