finding multivariate pdf of normally distributed data?

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Hydro
Hydro 2014-10-1
评论： José-Luis 2014-10-2
Assume my data is multivariate normally distributed. how i can plot the pdf of my first variable? say I have data matrix below with four variables
A =
5 11 10 8
9 7 6 12
4 14 15 1
4 14 15 1
9 7 6 12
my mean is say
M=
4 14 15 1
my covariance matrix is
Cov=
16 2 3 13
5 11 10 8
9 7 6 12
4 14 15 1
I used mvnpdf(A(:,1),M(:,1),cov(:,1)). any help would be appreciated.

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回答（1 个）

SK
SK 2014-10-2
Do you want the histogram of the data. If so, use the hist() function.
If you want a theoretical normal marginal pdfs from the covariance and mean, use the diagonal terms from the covariance matrix as the variance for each variable. So for example, for the first variable:
x = 4-3*16 : 0.01 : 4+3*16;
y = pdf('normal', x, 4, 16);
plot(x(:), y(:));

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