8 Mar
2010
8 Mar
'10
7:44 p.m.
AMDG gast128 wrote:
a colleague of my asked me to drop a question on the forum about the following case:
He produces 1000 samples with the following code:
boost::normal_distribution<double> n1(1, sqrt(4.0)); boost::variate_generator< boost::minstd_rand, boost::normal_distribution<double> > g1(boost::minstd_rand(), n1);
He also calulates the covariance. It should be something like (4 0) but he got (4.1 8.3). This 4 is correct, but the 8.3 not. Anyone an idea?
Note (again): post from a colleague; i didn't try it myself.
I thought that covariance was a two variable statistic. What exactly is being tested? In Christ, Steven Watanabe