Generate 2-dimensional normal-distribution

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

First solution follow the theory from the prevous question. Thanks!!!

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R2018a

Asked:

on 24 Oct 2018

Edited:

on 24 Oct 2018

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