cdf of multivariate normal random numbers
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
Hi
I want to find the cdf of a set of 1000 bivariate normal random numbers that are generated by
X=mvnrnd([3,12],[1,.2;.2,1],1000);
To obtain the cdf for a 1d distribution, I can evaluate the cumsum of the probability of each sample after the samples have been sorted in ascending order. But I am confused on how to do this for a bivariate or (for greater dimension) case. I appreciate you help on this.
0 comentarios
Respuestas (1)
Shashank Prasanna
el 8 de Ag. de 2013
Did you try mvncdf?
2 comentarios
Shashank Prasanna
el 8 de Ag. de 2013
It is correct for what it is doing. Also, you already have the means and covariance:
[3,12] and [1,0.3;0.3,1]
1) You don't don't have to re estimate them you can use them directly.
2) MVNCDF expects the Covariance and not correlation matrix. Use COV function instead.
Ver también
Productos
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!