Question: Using a spreadsheet, generate two random vectors of 1000 elements each, with each element coming from a lognormal distribution. Then combine them with a Gaussian
Using a spreadsheet, generate two random vectors of 1000 elements each, with each element coming from a lognormal distribution. Then combine them with a Gaussian copula, producing a rank correlation of around 0.6. Do the same using R code.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
