Normal correl

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 library functions (Multivariate Distributions.ana)

Use File → Add Library... to add this library

See Also

• BiNormal
• Gaussian
• Normal
• Correlate_with
• Multivariate distributions
• Multivariate Distributions.ana