[SciPy-user] Generating random variables in a joint normal distribution?
Sun Oct 28 21:36:38 CDT 2007
Since I am fresh to use SciPy for simulation, I am not sure about how
to get a sequence of pairs of random variables in a joint normal
I have read the info docs in the module scipy.stats. It seems that
only the normal distribution rvs for single variable is provided. Thus
one sequence of random variables could be get by calling
stats.norm.rvs() for times (right?). But if I want pairs of random
variables, for example, (p, s), which are expected to be in the joint
normal distribution of some given coefficient ro, would there be any
routine provided to do this just like stats.norm.rvs?
If currently there is no such routine, would there be some workaround
to achieve this by combining the existing routines? I am not very good
at numerical probabilities...
Any suggestions would be much appreciated:)
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