I have been stuck on the followng quesiton,please help.

We hope to generate two correlated random variables X and Y such that: X Exp(lambda), Y Weibull( alpha; beta ), with lambda= 2, alpha= 2, beta= 3: Do the following for three diff erent values for the correlation: X;Y = 0.8; 0.2 and -0.8

(a) Use a Gaussian copula to generate N = 105 independent (X; Y ) pairs and estimate the correlation using the simulated data.

(b) Plot all (X; Y ) pairs. Verify that the marginal distributions look appropriate. (In MATLAB use command \histogram(X)" or \scatterhist(X,Y)")

[Walter Roberson]

Your posting has a number of unprintable characters such as 'NEGATIVE ACKNOWLEDGE' (U+0015) and 'FORM FEED (FF)' (U+000C), so I have not reformatted it to make it easier to read. It is not possible to tell if those characters are needed for the question to be understood.

[Abheet Khaira]

which ones are you taling about,I am attaching a screen shot of the question,if that could help.thank you

[Walter Roberson]

Notice all the little square boxes. Those are place-holders for characters that are not printable.

It appears that at least one of them stands in for the ~ sign, and one of them stands in for rho

[Walter Roberson]

http://www.mathworks.com/matlabcentral/answers/6200-tutorial-how-to-ask-a-question-on-answers-and-get-a-fast-answer

Answer 1

[Bernhard Suhm]

It's not our role to help solve course problems here, but maybe copularnd and corr will let you do what you need.