Hello. I am trying to simulate in sas about a case where two randomly generated normal distributions (say X and Y with 1000 observations) have correlation of 0.5 (corr(X,Y)=0.5). I know that corr(X,Y)= cov(X,Y)/(stdX*stdY) where cov(X,Y)=E(XY)-E(X)E(Y). Now my question is how do you figure out E(XY)? Thanks for the help in advance!
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