how can i use mvnrnd function?

Hi

i have used this function in order to generate gaussian random numbers

this funtion needs to define the mean and mu wich is square matrix my question is how to draw hundreds of values followin gaussian assumption

i upload the photos as aresult of single value and when i try to generate hundreds values i lost the correlation between them any idea please?

Answer 1

[Paul]

I'm not exactly sure what the question is.

If the question is: how to draw hundres of samples from the multi-variate normal distribution with a given mean and covariance, then an example is:

mu = [1 2];
Sigma = [1 2;3 4]*[1 2;3 4].';
x = mvnrnd(mu,Sigma,900);  % 900 samples

% verify
mu

mu = 1×2

1 2

mean(x)

ans = 1×2

1.0546 2.1085

Sigma

Sigma = 2×2

5 11 11 25

cov(x)

ans = 2×2

5.2979 11.7244 11.7244 26.7540