A Quick BASIC program for generating random bivariate normal standard scores with given correlation is described. The program uses the Box-Muller (1958) generation method. Compiled run-time and source code versions of the program are available.
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References
1.
Box, G. E. P. and Muller, M. E. (1958). A note on the generation of random normal deviates. Annals of Mathematical Statistics, 29, 610-613.
2.
Callender, J. C. and Osburn, H. G. (1988). Unbiased estimation of sampling variance of correlations. Journal of Applied Psychology, 73, 312-315.
