writing normally distributed error code

2019 6 2
1 个回答
回答已采纳
更新时间：2019 6 3
13 次查看（30 天）

0 个投票

Hello all,
I have an equation
Y = aX + E.....
E is error term that is N ~ ( 0 , [ 25 0 ; 0 25] ) , how I can write a code for E in this case know that it will be 2 x1 matrix size. that is normally distibuted with 0 mean and 25 standard deviation
Thank you in advance.

5 个评论
显示 3更早的评论 隐藏 3更早的评论

Lina Alhelo
Lina Alhelo 2019-6-2
You mean it will be as random value, I will not have a certain constant value?
Bjorn Gustavsson
Bjorn Gustavsson 2019-6-2
Yes, that is what N(m,C) means, that you have a random numbers with expected values m and covariance C. Your case is what one typically do to model normal-distributed "random noise in measurements".
Lina Alhelo
Lina Alhelo 2019-6-2
编辑：Lina Alhelo 2019-6-3
Thank you very much.
Bjorn Gustavsson
Bjorn Gustavsson 2019-6-3
I typically use something like this for scalar white noise with standard deviation proportional to the sqrt(intensity):
I = I_ideal + I_ideal.^.5*randn(size(I_ideal));
Maybe the documentation to normrnd gives you more information?
HTH
Lina Alhelo
Lina Alhelo 2019-6-3
编辑：Lina Alhelo 2019-6-3
Thank you very much, your help was valuable.

请先登录，再进行评论。

请先登录，再回答此问题。

 采纳的回答

更多回答（0 个）

类别

在 帮助中心 和 File Exchange 中查找有关 Operating on Diagonal Matrices 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by