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We can transform a simulated distribution of two independent random variables, η1 and η2, into two random variables with a correlation coefficient of ρ by defining the two outcomes as: A. ε1 = η1 and ε2 = ρη1 + (1- ρ)1/2η2. B. ε1 = η1 and ε2 = η1 + ρη2. C. ε1 = η1 and ε2 = ρη1 + (1- ρ2)1/2η2. D. ε1 = η1 and ε2 = η1 + (1- ρ)1/2η2. |