A Simple Method of Generating Correlated Data

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Abstract

This paper presents a method for generating values of two normal random variables such that the corresponding sample (estimated) correlation between the two variables has some predetermined value while the variance(s) of the two variables has some specified value and uncorrelatedness and independence exist within each of the two data sets. An example demonstrates the use of the method, which can be implemented on a digital computer or a programmable pocket calculator. The method is suited for use in psychological experiments.

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