## Minified Guess the Correlation Game

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Development Challenge:
How to generate data points with given correlation "r"?
Generate two sequences of uncorrelated normal distributed random numbers $X_1, X_2$
Define a new sequence $$Y_1 = \rho X_1 + \sqrt{1-\rho^2} X_2$$ This new $Y_1$ sequence will have a correlation of $\rho$ with the $X_1$ sequence.
Scatter Plot