In article <9qo924$[EMAIL PROTECTED]>,
Lonnie Hamm <[EMAIL PROTECTED]> wrote:
>How would I generate an n-dimensional cauchy random number. I know I can't
>just call the univariate routine n times. Methods or downloadable routines
>would be appreciated.
Define the distribution. While every linear combination of
random variables being normal reduces a multivariate distribution
to one determined by one vector and one matrix, the same is not
true if every linear combination is Cauchy.
One type is to take a normal vector and divide it by a single
normal random variable, all with mean 0. Another is to use
n independent Cauchy random variables. These do not give the
same distribution. So what is the real problem?
--
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
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