Hi,
I have a question about the verification of one of my analysis models.
Simply put, there is a random process in which I have calculated the
variance by the theoritical method.
One condition is that I know the end result without the detail random
variable correlation info (but I think the model has included the
correlation info). The second case is that I know the detail
correlation relation****p between the random variables. I want to know
how to verify the model by simulation. As far as I know, correlation
matrix is normally used to analysis random process in time domain. My
present concern is the method to verify my model from random
simulation data. Could you shed some light on this? Thanks.
