先谢谢了啊

Use RANDNORMAL function in SAS/IML. see code below


proc iml;
    call randseed(1);
    N=1000;
    Mean = {1 2};
    Corr = {0.6 0.5,0.5 0.9};
    Var = {4 9};
    /*create the covariance matrix*/
    Cov = Corr # sqrt(Var` * Var);
    x = RANDNORMAL( N, Mean, Cov );
    SampleMean = x[:,];
    n = nrow(x);
    y = x - repeat( SampleMean, n );
    SampleCov = y`*y / (n-1);
    print SampleMean Mean, SampleCov Cov;

quit;

多谢多谢

See the link,

https://bbs.pinggu.org/thread-1404823-1-1.html