So what you actually wnat is a multivariate normal distribution!
with mean c(20,40) and covariance matrix
cbind(c(5,0.6*sqrt(5,10)),c(0.6*sqrt(5,10),10))
[Since Corr(x,y) = Cov(x,y)/sqrt(Var(x)*Var(y))
Look at the mvtnorm package, for function rmvnorm
Trying RSiteSearch("Multivariate normal distribution")
should also bring you to the package
Best regrads,
Kristel
Lisa Wang wrote:
> Hello there,
>
> I would like to simulate X --Normal (20, 5)
> Y-- Normal (40, 10)
>
> and the correlation between X and Y is 0.6. How do I do it in R?
>
> Thank you very much
>
> Lisa Wang Msc.
> Princess Margaret Hospital
> Toronto, Ca
>
> ______________________________________________
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--
__________________________________________
Kristel Joossens Ph.D. Student
Research Center ORSTAT K.U. Leuven
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3000 Leuven, Belgium Fax: +32 16 326732
E-mail: [EMAIL PROTECTED]
http://www.econ.kuleuven.be/public/ndbae49
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