 |
 |
Dear All, This is my problem: Given three stochastic variables, of which means, variances and covariances are known. Is there any method for randomly generating combination of these three variables, which respect the moments of the distributions and the mixed moments? Thank you in advance for any advice Barbara Please post the messages to [log in to unmask] ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%