Generating data from exponential distribution in r.

sa2

New Member
#1
Suppose X~exp(.67), Y~exp(.8), Z~exp(.43). X and Y are correlated with a correlation coefficient of -0.6. Again X and Z are correlated with a correlation coefficient of -0.6. How can I generate data from X, Y and Z by incorporating this correlation. I know if they were uncorrelated, I could generate data by

X <- rexp(n=10, rate=.67); Y <- rexp(10, .8); Z <- rexp(10,.43)

Thank you for your consideration.