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My Distributions are Not Correlated Correctly

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illiniIPA My Distributions are Not... 01-20-2016, 05:49 PM
protonLeah Re: Apply a Certain... 01-20-2016, 09:50 PM
MrShorty Re: My Distributions are Not... 01-21-2016, 03:27 PM
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    Post My Distributions are Not Correlated Correctly

    My problem is that I have been given two distributions of around 5,000 variables that have a correlation of 0 because they are randomly generated numbers. However, I cannot figure out how to alter one of the distributions so that the two distributions have a specific, and changeable correlation.

    One option I have found online so far was Cholesky's Decomposition, but I'm not sure how to set this up in excel.

    Thanks,

    illiniIPA
    Last edited by illiniIPA; 01-21-2016 at 12:23 PM.

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