On Tue, Jul 5, 2011 at 12:26 PM, Ted To <rainexpec...@theo.to> wrote: > On 07/05/2011 11:07 AM, josef.p...@gmail.com wrote: >> For example sample x>=U and then sample y>=u-x. That's two univariate >> normal samples. > > Ah, that's what I was looking for! Many thanks!
just in case I wasn't clear, if x and y are correlated, then y: y>u-x needs to be sampled from the conditional distribution y|x http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Conditional_distributions Josef > _______________________________________________ > NumPy-Discussion mailing list > NumPy-Discussion@scipy.org > http://mail.scipy.org/mailman/listinfo/numpy-discussion > _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
