Pairs of zero mean gaussian random variables

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Reference no: EM131298930

Using the algorithm defined by, generate N = 50 pairs of zero-mean Gaussian random variables with σ² = 3 and ρ = 0.6.

From the set of generated samples, determine m_X, m_Z, σ²_X, σ²_Z, and ρ_XZ. Repeat for N = 5,000. Comment on the results.

Reference no: EM131298930

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