Hi all, I'm working on a simulation problem that requires generation of vectors X and Z based on specifications of: E(dx*dz^2), E(dx^2*dz), and E(dx^2*dz^2), where dx=x-E(x), dz=z-E(z). So far, I've only taken the steps of extracting the two principal components from two random vectors, and rescaling them to unit variance and zero expectation. This, of course, forces E(dx^2), E(dz^2), and E (dx*dz), but how can I generate data to conform to exact values of the three expectations listed above? The problem may be that the specific values I seek for these expectations will occur when x and z are exactly bivariate normal in the generated data, when my methods only sample from populations having such a distribution. Any ideas? Thanks for the help! Sent via Deja.com http://www.deja.com/ Before you buy. ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
