# Category: Random Process

## Generating correlated random numbers

For the method on generating multiple sequences of correlated random numbers click here. Generating two sequences of correlated random numbers, given the correlation co-efficient $$\rho$$, is implemented in two steps…

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## Non-central Chi-squared Distribution

If squares of k independent standard normal random variables (mean=0, variance=1) are added, it gives rise to central Chi-squared distribution with ‘k’ degrees of freedom. Instead, if squares of k…