📄 correlation_cofficiency.m
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function [alph11,alph12,alph21,alph22]=correlation_cofficiency()
row=0.2210;
u=0.4229;
N=500;
w=randn(1,N);
x=randn(1,N);
y=randn(1,N);
z=randn(1,N);
a11=randn(1,N);
a12=randn(1,N);
a21=randn(1,N);
a22=randn(1,N);
thgama11=var(a11);
thgama12=var(a12);
thgama21=var(a21);
thgama22=var(a22);
alph11=thgama11*w;
alph12=row*thgama12*w+thgama12*sqrt(1-row^2)*x;
alph21=thgama21*u*w+thgama21*sqrt(1-u^2)*y;
alph22=thgama22*u*row*w+thgama22*u*sqrt(1-row^2)*x+thgama22*row*sqrt(1-u^2)*y+thgama22*sqrt(1+u^2*row^2-u^2-row^2)*z;
%R11_1 = corrcoef(alph11)
%R11_2 = corrcoef(alph11,alph12)
%R11_3 = corrcoef(alph11,alph21)
%R11_4 = corrcoef(alph11,alph22)
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