Generate 2-dimensional normal-distribution

16 views (last 30 days)
I want to generate 36 observations from a 2-dimensional normal distribution using the covariance matrix
C = [1 0.8;0.8 1];
Anyone know how to do this?

Accepted Answer

Matt J
Matt J on 24 Oct 2018
Edited: Matt J on 24 Oct 2018
observations=randn(36,2)*sqrtm(C);
or,
observations=mvnrnd(zeros(36,2),C);
  1 Comment
Kristoffer Linder
Kristoffer Linder on 24 Oct 2018
First solution follow the theory from the prevous question. Thanks!!!

Sign in to comment.

More Answers (0)

Products


Release

R2018a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!