A note on generating multivariate data with desired means, variances, and covariances
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Authors
Capra, J.R.
Elster, R.S.
Subjects
Advisors
Date of Issue
1971
Date
1971
Publisher
Language
Abstract
A method is shown for creating a set of ɳ observations on Ƥ variables, with the p variables having specified means, variances, and covariances. This method differs from previous techniques in that
it uses Crout factorization to develop the desired variance-covariance
matrix instead of using the methods of component or factor analysis.
Because the procedure assumes that it begins with Ƥ variables
having zero means, unit variances, and zero intercorrelations, a
procedure is also given for transforming the original data so that
they fulfill these conditions
Type
Article
Description
Series/Report No
Department
Organization
Naval Postgraduate School (U.S.)
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Sponsors
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Format
4 p.
Citation
Capra, J. R., and R. S. Elster. "A note on generating multivariate data with desired means, variances, and covariances." Educational and Psychological Measurement 31.3 (1971): 749-752.
Distribution Statement
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.