Dear All,
Suppose Z_i, i=1,...,m are marginally identically distributed as a two normal mixture p0*N(0,1) + (1-p0) *N( miu_i, 1) where miu_i are  identically distributed according to a mixture and I have  generated Z_i one by one . 

Now suppose these m random variables are jointly m-dimensional normal with correlation matrix M= (m_ij).
How to proceed next or how to start correctly ? 

Question:  
1.  Are Z_i, i=1,...,m I have generated jointly normal?
2.   How to get them such that they are jointly normal with M

Thank you,
-Chee
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