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Uncorrelated random variables
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From: |
Evgeny Turchyn |
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Subject: |
Uncorrelated random variables |
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Date: |
Thu, 29 Jun 2006 20:03:00 +0400 |
Hello, All!
Suppose that we use Octave to generate a sample of size c from, say, normal
distribution
using function normal_rnd (0, 1, 1, c). Can we consider the obtained
vector as a realization of vector which elements are
uncorrelated random variables with distribution N(0;1) ?
(The important moment for me is uncorrelatedness.)
Thanks in advance.
Best regards, Evgeny Turchyn.
- Uncorrelated random variables,
Evgeny Turchyn <=