Suppose that the marginal distributions of v 1 and v 2 are standard normal distributions but that
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Suppose that the marginal distributions of v1 and v2 are standard normal distributions but that a Student's t‐copula with four degrees of freedom and a correlation parameter of 0.5 is used to define the correlation between the variables. How would you obtain samples from the joint distribution?
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Heres how to obtain samples from the joint distribution 1 Generate standard normal deviates Use ...View the full answer
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