多维正态随机变量产生

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mvnrnd 多维正态随机变量生产
Multivariate normal random numbe

本帖隐藏的内容

rs
Syntax
R = mvnrnd(MU,SIGMA)
r = mvnrnd(MU,SIGMA,cases)
Description
R = mvnrnd(MU,SIGMA) returns an n-by-d matrix R of random vectors chosen from the multivariate normal distribution with mean MU, and covariance SIGMA. MU is
an n-by-d matrix, and mvnrnd generates each row of R using the corresponding row of mu. SIGMA is a d-by-d symmetric positive semi-definite matrix, or a d-
by-d-by-n array. If SIGMA is an array, mvnrnd generates each row of R using the corresponding page of SIGMA, i.e., mvnrnd computes R(i,:) using MU(i,:) and
SIGMA(:,:,i). If the covariance matrix is diagonal, containing variances along the diagonal and zero covariances off the diagonal, SIGMA may also be
specified as a 1-by-d vector or a 1-by-d-by-n array, containing just the diagonal. If MU is a 1-by-d vector, mvnrnd replicates it to match the trailing
dimension of SIGMA.
r = mvnrnd(MU,SIGMA,cases) returns a cases-by-d matrix R of random vectors chosen from the multivariate normal distribution with a common 1-by-d mean vector
MU, and a common d-by-d covariance matrix SIGMA.
Examples
mu = [2 3];
SIGMA = [1 1.5; 1.5 3];
r = mvnrnd(mu,SIGMA,100);
plot(r(:,1),r(:,2),'+')

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关键词：随机变量 Multivariate distribution multivariat Description 多维 随机变量

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