Normal correl

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Normal_correl(m,s,r,y)

Generates a normal distribution with mean m, standard deviation s, and correlation r with normally distributed value y. In a deterministic context, it will return m.

If y is not normally distributed, the result will also not be normal, and the correlation will be approximate. It generalizes appropriately if any of the parameters are arrays:The result array will have the union of the indexes of the parameters.

Library

Multivariate Distributions.ana

See Also

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