generate a vector normally distributed

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jiji
Posts: 5
Joined: Fri Aug 05, 2011 3:56 pm

generate a vector normally distributed

Postby jiji » Mon Aug 15, 2011 11:07 am

hello,
I want to generate a 3 dimentional vector normally distributed with constant mean and variance <1.
Do I generate each element separately? and what parameters to assign to each element?
Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: generate a vector normally distributed

Postby EViews Gareth » Mon Aug 15, 2011 11:12 am

I'm not sure what you mean by a 3-dimensional vector.

However, you can create a normally distributed random vector like so:

Code: Select all

vector(10) myvec nrnd(myvec)
That creates a standard normal. You can multiply by the standard deviation you want to de-standardise it.


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