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  1. 1 Westa M.

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A METHOD FOR CONSTRUCTING VECTORS OF OBSERVATIONS ON VARIABLES WITH THE GIVEN CORRELATION MATRIX

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Westa M.
Przegląd Statystyczny
|
2008
|
vol. 55
|
issue 3
61-70
EN
In the paper, it was proposed a method for constructing the vectors of observations on the variables, such that the given positive semi-definite symmetric matrix, which has the following properties: - all elements on the main diagonal are units; - all elements outside the main diagonal are not greater than one in absolute value, is their correlation matrix.
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