##### R-code for generating data used in Exercise 9.13

#### Generate 40 random vectors from N_2(mu,Sigma)

library(MASS)   ### R package for generating multivariate normal random vectors.
library(Matrix) ### R package for certain matrix manipulation (e.g., Cholesky
                ### decomposition of a square positive definite matrix).

set.seed(100)

mu1 = c(0,0)   ### IC mean vector
mu2 = c(1,1)   ### OC mean vector
Sigma = matrix(c(1,0,0,1),2,2)   ### IC covariance matrix


x = rbind(mvrnorm(30,mu1,Sigma),mvrnorm(10,mu2,Sigma))

write.table(round(x,digits=3),"ex913.dat",row.names=F,col.names=F)