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{ Tag Archives } Normal Distribution

Developing normal pdf from symmetry & independence

When I was in the 3rd grade of my middle school, I enjoyed my town bookstore as a standing library. There a series of six math-story books by Zhang Yuan-Nan impressed me a lot. I cited a case from one in my PPT when I taught the normal distribution -- the normal pdf [...]

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R: Simulating multiple normal distribution with any given corr matrix

For example , we have a corr matrix for five standardized factors (Hau, Chinese Textbook, pp. 49-50).
m_corr=c(1, .42, .41, .55, .42);
m_corr=cbind(m_corr, c(.42, 1,.48, .47, .46));
m_corr=cbind(m_corr, c(.41, .48,1, .48, .44));
m_corr=cbind(m_corr, c(.55, .47,.48, 1, .50));
m_corr=cbind(m_corr, c(.42, .46,.44, .50, 1));
m_corr;
## show the original corr matrix
dp=svd(m_corr);
plot(dp$d,type="o"); ## show the scree plot if there is a PC analysis
diag(dp$d); ## [...]

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