How to make an ellipse with given standard deviations?

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I'm trying to test an algorithm that my lab has written to see how it handles a non-spherical distribution of data. I need to generate a set of n-dimensional elliptical data with a standard deviation of 1 along one major axis, and a standard deviation of something else, let's say 2, along the other major axis.
Then, I need to calculate the exact standard deviation and the standard deviation of skew of the distribution around-the-compass-rose and compare it to that given by my algorithm.
How would I do this in Matlab?
  4 comentarios
Image Analyst
Image Analyst el 13 de Jun. de 2016
Originally you said " I need to calculate the exact standard deviation......" but now it seems like you're saying that you need code not to do that, but actually, to create the input data - the random points. OK, but we're still not sure if you want a shell (which I think) or a solid ellipse (which I doubt). So which is it?
Cynthia Dickerson
Cynthia Dickerson el 14 de Jun. de 2016
I need a solid ellipse.
It would be nice if I could also get the code to calculate the standard deviation of points at the 45-degree angle of the compass rose, but I can do that by hand if I have to, to compare to the algorithm's output.

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John D'Errico
John D'Errico el 13 de Jun. de 2016

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