Question: 15. Suppose you have just simulated a normal random variable X with mean and variance 1. Give an easy way to generate a second
15. Suppose you have just simulated a normal random variable X with mean ì and variance ó1. Give an easy way to generate a second normal variable with the same mean and variance that is negatively correlated
« k -
In when — is small
ç
X= minfrt: Un < ë(ç)}
X = min{S*: Uk < X(Sk)/p]
with X.
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