binormal

binormal - Bruce Schmeiser Bivariate Normal Random Variates...

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Unformatted text preview: Bruce Schmeiser Bivariate Normal Random Variates. Nov-99 True Values… Point Estimates… E(X) = Xbar =-0.073 E(Y) = Y bar =-0.086 std(X) = 1 S_X = 0.995 std(Y)= 1 S_Y = 1.119 rho = 0.5 rho^hat= 0.519 cov(X,Y)= 0.5 cov(X,Y)^hat= 0.572 trial # Z1 Z2 X Y 1 0.7484-1.1478 0.7484-0.6198 2 0.2550-0.4673 0.2550-0.2772 3-0.3194 1.1101-0.3194 0.8017 4 0.5000-0.3282 0.5000-0.0343 5-0.6539 0.6109-0.6539 0.2021 6-0.1324 1.9100-0.1324 1.5879 7 0.4711 0.6385 0.4711 0.7885 8 0.9206-1.4074 0.9206-0.7586 9 0.8788-1.2181 0.8788-0.6155 10-0.4176-0.6818-0.4176-0.7993 11 0.8721 0.3719 0.8721 0.7581 12 2.2101 0.7172 2.2101 1.7262 13-0.3246-0.6796-0.3246-0.7509 14-1.4737-0.4196-1.4737-1.1002 15 1.2115 0.2763 1.2115 0.8450 16-0.1529-1.4687-0.1529-1.3484 17-2.0335 0.2915-2.0335-0.7644 18-0.6006-0.6794-0.6006-0.8887 19-0.0555 1.0130-0.0555 0.8495 20-0.3874 0.5095-0.3874 0.2475 21 1.3527 0.4504 1.3527 1.0664 22 0.4720-0.5029 0.4720-0.1996 23-0.4387-1.0727-0.4387-1.1483 24-0.1058-0.4678-0.1058-0.4580 25 0.2546 1.9044 0.2546 1.7766 26-1.1310-1.1755-1.1310-1.5835 27-0.7790 2.7357-0.7790 1.9797 28 2.3908-1.7554 2.3908-0.3249 29 0.6391-1.6399 0.63910....
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This document was uploaded on 05/11/2011.

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binormal - Bruce Schmeiser Bivariate Normal Random Variates...

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