s******y 发帖数: 435 | 1 产生1000 observation with means(0,0), variances (10,10), and covariance 9
.
the SAS data step to accomplish task
data k;
seed = 1283470;
do i = 1 to 1000;
z1 = rannor(seed);
z2 = rannor(seed);
z3 = rannor(seed);
x = 3*z1 + z2;
y = 3*z1 + z3;
output;
end;
drop seed;
run;
请问产生三个随机normal变量z1, z2,z3后用x,y的两个公式怎么理解? 能否详细解释
一下背后的机理?
谢谢。 | l***a 发帖数: 12410 | 2 z1,z2,z3~N(0,1)
x,y~N(0,10)
cov(x,y)=9var(z1)=9
9
【在 s******y 的大作中提到】 : 产生1000 observation with means(0,0), variances (10,10), and covariance 9 : . : the SAS data step to accomplish task : data k; : seed = 1283470; : do i = 1 to 1000; : z1 = rannor(seed); : z2 = rannor(seed); : z3 = rannor(seed); : x = 3*z1 + z2;
| s******y 发帖数: 435 | 3 thanks.
多问一嘴, variance(x)和varaince(y)就是等式两边系数平方,cov(x,y)就是两个等
式左右相乘取系数,是吗?
【在 l***a 的大作中提到】 : z1,z2,z3~N(0,1) : x,y~N(0,10) : cov(x,y)=9var(z1)=9 : : 9
|
|