How to generate bivariate random normally distributed 3d array?
显示 更早的评论
mu= [0 0]
sigma= [1 0.25; .25 1]
mvnrnd(mu,sigma,100)
I want to generate a 3-by-2-by-100 array which is normally distributed with given mu and sigma. Please help me how can I do this?
5 个评论
Torsten
2023-5-31
A two-dimensional random variable produces pairs of values as realizations (like the 100 pairs in your code).
Do you really think it's useful to put these pairs in the 2nd dimension of a 3d matrix ?
the cyclist
2023-5-31
I don't understand what the first dimension (with size 3 in your 3-by-2-by-100 array) is supposed to represent. As @Torsten points out, you have 100 sets of 2 parameters. Where does the 3 come in?
Torsten
2023-5-31
Maybe the OP want to generate 3 arrays of size ( 100 x 2 ).' :-)
John D'Errico
2023-5-31
Since the realizations of such a random variable are i.i.d., it is sort of irrelevant what the 1st and third diemsnions mean!
采纳的回答
Um, trivial?
You apparently want to generate 300 samples of a bivariate normal. So generate them as a 300x2 array, Then reshape and permute them into the desired 3x2x100 array.
mu= [0 0];
sigma= [1 0.25; .25 1];
X = mvnrnd(mu,sigma,300);
X = reshape(X,[3,100,2]);
X = permute(X,[1 3 2]);
size(X)
3 个评论
Nainsi Gupta
2023-5-31
Permute is like transpose. But it applies to arrays of multiple dimensions.
Look at what I did.
mu= [0 0];
sigma= [1 0.25; .25 1];
X = mvnrnd(mu,sigma,300);
What is the initial size of X?
size(X)
I generated 300 samples of bivariate random numbers with the desired distribution. What did reshape do?
X = reshape(X,[3,100,2]);
size(X)
So I simply reshaped that into an array of 3x100 instances of the same random numbers. FInally, the call to permute does nothing more than transpose the second and third dimensions.
X = permute(X,[1 3 2]);
size(X)
Again, permute is just like transpose. It allows you to transpose any dimensions you wish. It applies to 3-d and higher dimension arrays.
You will do exactly the same thing, IF you wanted to generate trivariate random numbers. But now you will have a 3 instead of a 2 in those places in the reshape and permute.
Nainsi Gupta
2023-6-1
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