spaaai said:
Does anybody know where to get a Matlab file that generates very close to independent random samples? If you look at the higher order statistics of rand or randn, they are not as independent as I would like them to be. Any suggestions?
For random number generation, pls refer the following book: "numerical recipes in C- the art of scientific computing" . There is one chapter specially addressing this issue. The book could be googled and downloaded.
regards,
Joshuashi