Sample from joint distribution

[Nicolas Orgeira]

Hi,

I was wondering if there is a way to generate a dataset with 100 observations, with two variables from a joint normal distribution with zero expectation, variances equal to one and correlation coefficient equals to rho (=0.4 for example). I know how to randomly generate data for individual variables but not from a joint normal distribution with specific rho.

Thank you

[Fei Wang]

You may refer to command drawnorm or a manual instruction.

[Nicolas Orgeira]

Perfect, thank you