Would you always select uncorrelated random variables or
Suppose you wish to estimate the area of a two-dimensional ellipse, using Monte Carlo simulation and a jointly Gaussian pdf.
Would you always select uncorrelated random variables, or would there be times when it would help to have them correlated?
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suppose you wish to estimate the area of a two-dimensional ellipse using monte carlo simulation and a jointly gaussian
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water dripping from a faucet hits a the bottom of a sink with a jointly gaussian pdf zero mean standard deviation 01 in
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