I am trying to generate random numbers within a range say 57 to 107 which are correlated by a factor of 0.8. The numbers are for illustration simplicity only.
Correlated Random Numbers Between A Range
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random
correlation
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1I want the random numbers to be log normally distributed. Basically I am trying to generate random prices correlated to the original price series but without it going too far out of the range I want it to be in. – 2011-11-28