I am interested in finding out a way for generating correlated, non-normal
bivariate data with a given covariance matrix.
Thanks
Umberto
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*We all live in a yellow submarine*.
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Umberto Triacca
Associate Professor of Econometrics
University of L'Aquila
Department of Information Engineering, Computer Science and Mathematics
via Vetoio, 1 (Coppito 1)
I-67100 L’Aquila, Italy
Tel. +39-06-4456100 home
http://www.ec.univaq.it/triacca