statsmodels.sandbox.stats.multicomp.randmvn¶ statsmodels.sandbox.stats.multicomp.randmvn(rho, size=(1, 2), standardize=False)[source]¶ create random draws from equi-correlated multivariate normal distribution Parameters rhofloatcorrelation coefficient sizetuple of intsize is interpreted (nobs, nvars) where each row Returns rvsndarraynobs by nvars where each row is a independent random draw of nvars- dimensional correlated rvs