Re: multivariate normal with zero covariances?

2001-04-13 Thread Horst Kraemer
On Thu, 12 Apr 2001 16:11:48 -0500, "Lonnie Hamm" <[EMAIL PROTECTED]> wrote: > Suppose I want to generate a vector of n normal deviates with the standard > deviation the same for all elements and the covariances are zero. Since the > covariances are zero, is there such a thing as a multivariate

variance of vector of random variates

2001-04-13 Thread Kai Arzheimer
Dear all, suppose I have a vector of several random variates with zero mean and known variances. What would be the formula to compute the variance of this vector? Thanks a lot & happy easter Kai = Instructions for joining and lea

Re: multivariate normal with zero covariances?

2001-04-13 Thread Charles Metz
Lonnie Hamm wrote: > Suppose I want to generate a vector of n normal deviates > with the standard deviation the same for all elements and > the covariances are zero. Since the covariances are zero, > is there such a thing as a multivariate normal deviate > in this case Yes (see below).

multivariate normal with zero covariances?

2001-04-13 Thread Lonnie Hamm
Suppose I want to generate a vector of n normal deviates with the standard deviation the same for all elements and the covariances are zero. Since the covariances are zero, is there such a thing as a multivariate normal deviate in this case or can I just generate a univariate normal for each of t

No Subject

2001-04-13 Thread cchiu+
Hello: I am starting to work on a longitudinal survey project and am looking for some classical references for the panel analysis. Any suggestions will be greatly appreciated. Thanks! Sincerely, Chris = Instructions for joining