On Fri, 2011-04-22 at 09:59 -0400, Chee Chen wrote:

> Dear All,

> Suppose Z_i, i=1,...,m are marginally identically distributed as a two

> normal mixture p0*N(0,1) + (1-p0) *N( miu_i, 1) where miu_i are

> identically distributed according to a mixture and I have generated

> Z_i one by one .

>

> Now suppose these m random variables are jointly m-dimensional normal

This is not related to R, so you should probably ask the question

somewhere else. The short answer is that the Z_i cannot be jointly

Normally distributed, since they are not marginally Normally

distributed.

Giovanni Petris

> with correlation matrix M= (m_ij).

> How to proceed next or how to start correctly ?

>

> Question:

> 1. Are Z_i, i=1,...,m I have generated jointly normal?

> 2. How to get them such that they are jointly normal with M

>

> Thank you,

> -Chee

> [[alternative HTML version deleted]]

>

> ______________________________________________

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https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide

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--

Giovanni Petris <

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Associate Professor

Department of Mathematical Sciences

University of Arkansas - Fayetteville, AR 72701

Ph: (479) 575-6324, 575-8630 (fax)

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[hidden email] mailing list

https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide

http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.