lundi 22 août 2022

Uncorrelated random variables python

I am trying to create a random vector whose components are uncorrelated standard normal variables with zero mean and unit variance. I am using the function

np.random.uniform(0,1,size=n)

Are these random variables uncorrelated? Because when I am trying to find covariance coefficient:

np.cov(np.random.uniform(0,1,size=n), y=None, rowvar=True, bias=False, ddof=None, fweights=None, aweights=None)

Also, Python is not giving me exactly zero coefficient of covariance (my result is close to 0.08).




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