68 RANDOM NUMBERS 3.3.2 Form (Web design software) the matrix C
68 RANDOM NUMBERS 3.3.2 Form the matrix C of the covariances of the R s; for example, Crs = covar(Rr , Rs), while CIt = covar(Rr , R:). When t = 6, we have C = nC1 + C2 =n + if n > 12. Now form A = (ai?), the inverse of the matrix C, and compute Cl