st: how to generate a uniformly distributed random vector

From	Bo MacInnis <[email protected]>
To	[email protected]
Subject	st: how to generate a uniformly distributed random vector
Date	Mon, 13 Oct 2003 16:55:57 -0700

Hi,

I am trying to generate a random vector (say 2 dimension) where each element is uniformly distributed over the support between 0 and 1, but elements are corrected with a known correlation matrix S. I would really appreciate your help.

Thank you very much in advance,
Bo MacInnis

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