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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