Thanks!
Herman Rubin <[EMAIL PROTECTED]> wrote in message
81e1tv$[EMAIL PROTECTED]">news:81e1tv$[EMAIL PROTECTED]...
> In article <hmm_3.3961$[EMAIL PROTECTED]>,
> Attila <[EMAIL PROTECTED]> wrote:
> >Hello All!
>
> >I am looking for a good ( and understandable to a non-mathematician )
source
> >that explains the bivariate normal distribution or ( if there is any ) a
> >multi ( 3 variable )
> >equivalent. Namely, I would like find a method to sample a 2 or 3
variable
> >normal distribution
> >with a given mean and std. dev. like it is possible to do for a 1
variable
> >with, say Tukey-Lambda...
>
> There are lots of ways of characterizing a multivariate
> normal random variable. It can be done in terms of
> densities (if they are linearly independent) or in
> terms of the characteristic function or moment generating
> function in any case.
>
> An easy to understand characterization, which requires
> less mathematics, is that a set of random variables are
> multivariate normal if and only if they are linear
> combinations of a set of INDEPENDENT normal random
> variables. This also answers the second question; there
> are better ways of getting univariate normal variables.
>
> --
> This address is for information only. I do not claim that these views
> are those of the Statistics Department or of Purdue University.
> Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette
IN47907-1399
> [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
