using contour()

I have a distribution with a 1x2 mean vector and a 2x2 covariance matrix. I would like to display the distribution using contour(). Can you please help me?

Answer 1

[Teja Muppirala]

Say your mean is m, and your covariance is S.

m = [1 2];
S = [2 1; 1 10];

The easy way: If you have the statistics toolbox, there is a function called "gmdistribution"

G = gmdistribution(m,S)
F = @(x,y) pdf(G,[x y])
ezcontour(F)

The hard way: Find the equation for a multivariate normal distribution on Wikipedia:

http://en.wikipedia.org/wiki/Multivariate_normal_distribution

It's at the top right hand side, and type that long expression into MATLAB:

F = @(x,y) (1/2*pi) * (1/sqrt(det(S))) * exp(-0.5* ...
ezcontour(F)

[Bahareh]

Thanks a lot.