Dear all,
I have already been reading a little bit about this issue, and I see, that if the variables are not normally distributed, the problem is not at all trivial.
My specific problem is: I need three variables; first and second has lognormal distribution (mu1, sigma1, mu2, sigma2 specified). The third variable has uniform distribution on a given interval. Even the full (3×3) correlation matrix is specified.
For the first two variables I can use MvLogNRand on File Exchange, but can't cope with the third one. I don't know if copula method works here. Code from stat gurus would be appreciated.
Thanks in advance!
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