| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | multivariate uniform |
| From: | Jewel Bright <jwlbright@yahoo.com> |
| Date: | Fri, 11 Aug 2006 07:27:08 -0700 (PDT) |
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Is their such a thing like multivariate UNIFORM distribution? I mean the multivariate distrubution which is marginally uniform in [0,1] for all the components and having a prescribed correlation matrix (non-diagonal)? How to generate such a thing? For a time being I would probably be satisfied if all the cross correlations are identical. Thank you Jewel Bright
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