calculation correlation between two variables having two different probability densities

Amir Salah

2019 1 31

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Hello,

I want to calculate correlation coefficient between two correlated random variables with normal probability distribution function and beta probability distribution function.

Thanks

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John D'Errico 2019-1-31

Do some reading. Maybe start here:

https://stats.stackexchange.com/questions/66610/generate-pairs-of-random-numbers-uniformly-distributed-and-correlated

First you need to learn the mathematics, then you can turn it into MATLAB. Until you decide exactly what you want to do, you cannot write code to do it.

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