A Correlation Analysis of two normally distributed and completely dependent Random Variables

Beschreibung

This note provides a correlation analysis and an implementation of selected aspects regarding a design of two completely mutually dependent and marginally normally distributed random variables.
This note provides a correlation analysis and an implementation of selected aspects regarding a design of two completely mutually dependent and marginally normally distributed random variables. More specifically the variance of the variables will be varied. In addition the direction of the complete dependency will be altered by weightings. After the introduction of the dependency design, the results of the analysis will be addressed. Finally the generated R code - for the purpose of this investigation - will be presented.

Autor*in

Johann Markus Schauerhuber
During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities. Email: jm_schauerhuber@gmx.at

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