2

How can we generate multivariate random variable in matlab? Will the set of t distribution with 1 degree of freedom will give multivairate cauchy noise, How to generate?

kjetil b halvorsen
  • 63,378
  • 26
  • 142
  • 467
undefined
  • 433
  • 4
  • 12
  • 1
    See the MO answers at http://mathoverflow.net/questions/66307/generating-samples-of-a-multivariate-cauchy-distribution. Several characterizations at http://www.statlect.com/mcdstu1.htm immediately lead to efficient random generation methods. – whuber Jul 14 '15 at 13:18
  • How can we generate for Cauchy random variable, We know that if geometric power for cauchy is σ the power for Gaussian is σ/2cg where cg=1.78. Now if I want to generate Cauchy random variable with given geometric power , How will we generate for both one dimension as well as multi dimension – undefined Sep 07 '15 at 12:56
  • https://cran.r-project.org/web/packages/mvtnorm/mvtnorm.pdf – Christoph Hanck Oct 22 '21 at 08:18

0 Answers0