ro = 0.7 kRep = 30; nsamples = 1000; dra = []; for i=1:nsamples t21 = rand()*6 - 3; for k=1:kRep t12 = mvnrnd(ro*t21,(1-ro*ro)); t21 = mvnrnd(ro*t12,(1-ro*ro)); end dra = [dra;[t12 t21]]; end scatter(dra(:,1),dra(:,2))