16 Dec
2010
16 Dec
'10
5:07 p.m.
Hi Folks, I am new here. I would like to ask whether exist or not something which could help me. My problem is the following. I have a vector of mean values (size N) and a covariance matrix (size NxN). I would like to generate a vector of normal random variables. Thanks for your help. Stefano Gallo