##### R-code for generating data used in Exercise 9.3

#### Generate 20 random vectors from N_2(mu,Sigma)

library(MASS)   ### R package for generating multivariate normal random vectors.

set.seed(100)

mu1 = c(0.5,0.8)
mu2 = c(1,1)

Sigma = matrix(c(1,0.5,0.5,1),2,2)

x1 = mvrnorm(10,mu1,Sigma)
x2 = mvrnorm(10,mu2,Sigma)

x = rbind(x1,x2)
n = length(x[,1])

write.table(round(x,digits=3), 
            file="ex93.dat",col.names=F, row.names=F)

graphics.off()