Simulating correlated random variables in Python

Source: https://www.nature.com/articles/nmeth.3587

In my previous Medium story (https://oscarnieves100.medium.com/simulating-normal-random-numbers-in-python-18a2a21a1329) I discussed how to simulate normal random numbers with specific mean and variance properties by using something called the Box-Muller method. The idea was to take a set of independently sampled uniform random numbers, and convert them into normal random numbers by using a transformation…