From: "Kirk" <>
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
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>   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?