matlab产生正态分布样本
mvnrnd - Multivariate normal random numbers
This MATLAB function returns an n-by-d matrix R of random vectors chosen from
the multivariate normal distribution with mean MU, and covariance SIGMA.
假设n维,
(1)R = mvnrnd(MU,SIGMA)
返回一个n维向量
(2)r = mvnrnd(MU,SIGMA,cases)
返回cases个n维向量
例子:
mu=[2 3];
SIGMA=[1 1.5;1.5 3];
r=mvnrnd(mu,SIGMA,100);
plot(r(:,1),r(:,2),\'+\');