2
$\begingroup$

How can we generate multivariate random variable in matlab? Will the set of t distribution with 1 degree of freedom will give multivairate cauchy noise, How to generate?

$\endgroup$
3
  • 1
    $\begingroup$ See the MO answers at mathoverflow.net/questions/66307/…. Several characterizations at statlect.com/mcdstu1.htm immediately lead to efficient random generation methods. $\endgroup$
    – whuber
    Jul 14, 2015 at 13:18
  • $\begingroup$ How can we generate for Cauchy random variable, We know that if geometric power for cauchy is σ the power for Gaussian is σ/2cg where cg=1.78. Now if I want to generate Cauchy random variable with given geometric power , How will we generate for both one dimension as well as multi dimension $\endgroup$
    – undefined
    Sep 7, 2015 at 12:56
  • $\begingroup$ cran.r-project.org/web/packages/mvtnorm/mvtnorm.pdf $\endgroup$ Oct 22, 2021 at 8:18

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.