清空筛选条件
清空筛选条件

How to create two independent Normal distribution ?

11 次查看（过去 30 天）
Masoud Dorvash
Masoud Dorvash 2021-1-2
评论： Masoud Dorvash 2021-1-2
I want to create two (or more) independent distributions, then I want to find the Covariance of them.
My problem is how to define two independent distributions.
X = makedist('Normal');
Y = makedist('Normal');
Z = X + Y;
Here, I can't add these two distributions, even I don't know if they are independent or not.

请先登录，再回答此问题。

采纳的回答

Ive J
Ive J 2021-1-2
编辑：Ive J 2021-1-2
You basically can generate multiple independent normal random variables form a multivariate normal dist. You just need to define var-covar matrix properly. So, to generate two iid vectors, you can generate them from a bivariate normal dist:
mu = [0 0];
Sigma = [1 0; 0 1]; % set off diagonals to zero
X = mvnrnd(mu, Sigma, 1e5);
% visual examination
histogram2(X(:,1), X(:,2))
% are they really independent?
histogram(sum(X, 2))

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Creating and Concatenating Matrices 的更多信息

标签

产品


版本

R2014a

Community Treasure Hunt

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

Start Hunting!

Translated by