mardi 24 août 2021

How can I generate two Weibull Random Vectors with a given correlation coefficient in Matlab?

I need to create two vectors X and Y containing both N samples. They are both weibull distributed with the same λ,k parameters and they are correlated with a correlation coefficient ρ that is neither -1 nor 1 nor 0, but a generic value that indicates a partial correlation.

How can I create them?




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