APPLICATION CASES OF RANDOM VARIABLES SIMULATIONS - Application Case: Generation of Random Variables as a Function of the Number of Simulations This application consists of writing a program to generate two Gaussian random variables (X1, X2) with the following moments: E[X1] = 0, E[X2] = 0, E[X21] = a2, E[X22] = b2 and E[X1X2] = c2.

Application Case Generation of Random Variables.pdf

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