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Re: Uncorrelated random variables

From: David Bateman
Subject: Re: Uncorrelated random variables
Date: Fri, 30 Jun 2006 14:13:34 +0200
User-agent: Mozilla Thunderbird 1.0.6-7.6.20060mdk (X11/20050322)

Evgeny Turchyn wrote:

>  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.
I'd suggest using rand, randn, randp and randg rather than the code from
the statistics toolbox at the moment. The statistics toolbox code should
be ported to use these rather than recreate the distributions in an
m-file as it currently does..


David Bateman                                address@hidden
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