Each of the variables A,B,C follows a normal distribution with E(A)=E(B)=E(C)=1,V(A)=1,V(B)=2,V(C)=4. Correlation between A-B=0.2,B-C=0,AC=0.8. We are given three independent uniform (on[0,1]) random observations 0.426,0.238,0.927. From these three random numbers, generate a set of values of A,B,C justifying your method.
We just have started learning simulation and generating random numbers. This question completely flew over my head. How to involve correlation and generate 3 random normal numbers from 3 independent uniform.Is there any way, without using the error function?