Path: news.mathworks.com!not-for-mail
From: "Kirk" <kwythers.nospam@umn.edu>
Newsgroups: comp.soft-sys.matlab
Subject: Re: increase (or decrease) variability among correlated varaibles
Date: Tue, 3 Feb 2009 05:17:02 +0000 (UTC)
Organization: University of Minnesota
Lines: 6
Message-ID: <gm8k0d$jht$1@fred.mathworks.com>
References: <gm7bvp$ed9$1@fred.mathworks.com> <gm7kbu$r0h$1@fred.mathworks.com>
Reply-To: "Kirk" <kwythers.nospam@umn.edu>
NNTP-Posting-Host: webapp-03-blr.mathworks.com
Content-Type: text/plain; charset="ISO-8859-1"
Content-Transfer-Encoding: 8bit
X-Trace: fred.mathworks.com 1233638222 20029 172.30.248.38 (3 Feb 2009 05:17:02 GMT)
X-Complaints-To: news@mathworks.com
NNTP-Posting-Date: Tue, 3 Feb 2009 05:17:02 +0000 (UTC)
X-Newsreader: MATLAB Central Newsreader 1161409
Xref: news.mathworks.com comp.soft-sys.matlab:515581


> 
>   If you increase by the same factor each of the elements in the covariance matrix you send to 'mvnrnd', this will not alter the correlation values between variables.  If you check the definition of correlation, you will see that it is unaffected by such a change.
> 

Would a 20% increase in the covariance matrix result in a 20% increase in variance about the mean?