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 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
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