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I have been stuck on the followng quesiton,please help.

1 次查看(过去 30 天)
We hope to generate two correlated random variables X and Y such that: X Exp(lambda), Y Weibull( alpha; beta ), with lambda= 2, alpha= 2, beta= 3: Do the following for three diff erent values for the correlation: X;Y = 0.8; 0.2 and -0.8
(a) Use a Gaussian copula to generate N = 105 independent (X; Y ) pairs and estimate the correlation using the simulated data.
(b) Plot all (X; Y ) pairs. Verify that the marginal distributions look appropriate. (In MATLAB use command \histogram(X)" or \scatterhist(X,Y)")
  4 个评论
Walter Roberson
Walter Roberson 2018-4-16
Notice all the little square boxes. Those are place-holders for characters that are not printable.
It appears that at least one of them stands in for the ~ sign, and one of them stands in for rho

回答(1 个)

Bernhard Suhm
Bernhard Suhm 2018-4-23
It's not our role to help solve course problems here, but maybe copularnd and corr will let you do what you need.

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