产生满足二维高斯(正态)分布的随机数:
mu=[0,2];%数学期望
sigma=[1 0;0,4];%协方差矩阵
r=mvnrnd(mu,sigma,50)%生成50个样本
help mvnrnd
MVNRND Random vectors from the multivariate normal distribution.
R = MVNRND(MU,SIGMA) returns an N-by-D matrix R of random vectors
chosen from the multivariate normal distribution with mean vector MU,
and covariance matrix SIGMA. MU is an N-by-D matrix, and MVNRND
generates each row of R using the corresponding row of MU. SIGMA is a
D-by-D symmetric positive semi-definite matrix, or a D-by-D-by-N array.
If SIGMA is an array, MVNRND generates each row of R using the
corresponding page of SIGMA, i.e., MVNRND computes R(I,:) using MU(I,:)
and SIGMA(:,:,I). If the covariance matrix is diagonal, containing
variances along the diagonal and zero covariances off the diagonal,
SIGMA may also be specified as a 1-by-D matrix or a 1-by-D-by-N array,
containing just the diagonal. If MU is a 1-by-D vector, MVNRND
replicates it to match the trailing dimension of SIGMA.
R = MVNRND(MU,SIGMA,N) returns a N-by-D matrix R of random vectors
chosen from the multivariate normal distribution with 1-by-D mean
vector MU, and D-by-D covariance matrix SIGMA.
Example:
mu = [1 -1]; Sigma = [.9 .4; .4 .3];
r = mvnrnd(mu, Sigma, 500);
plot(r(:,1),r(:,2),'.');
生成二维高斯(正态)分布图形——meshgrid
%two-dimensional Normal Distribution
%
% (C)2008 TangSheng
%
function NormDis(u1,u2,sig1,sig2,rho)
�fault
if nargin<5, rho = 0; end %相关系数
if nargin<4, sig2 = 2;end %正态分布2方差
if nargin<3, sig1 = 1;end %正态分布1方差
if nargin<2, u2 = 2;end %正态分布2均值
if nargin<1, u1 = 6;end %正态分布1均值
%global ava;
ava = [u1,u2]; %高斯分布均值向量
cov_xy = rho*sig1*sig2; %协方差
%global sigma;
sigma = [sig1 cov_xy ;cov_xy sig2 ]; %协方差矩阵
%------数据显示网格范围------------%
scop1_l = u1-sqrt(sig1)-2;
scop1_r = u1+sqrt(sig1)+2;
scop2_l = u2-sqrt(sig2)-2;
scop2_r = u2+sqrt(sig2)+2;
[X,Y] = meshgrid(scop1_l:0.2:scop1_r,scop2_l:0.2:scop2_r);
xy = [X(:) Y(:)];
p = mvnpdf(xy,ava,sigma); %联合概率密度
P = reshape(p,size(X));
mesh(X,Y,P); %3-D概率密度图形
name1 = ['二维正态分布 N(',num2str(u1),',',num2str(u2)];
name2 = [',',num2str(sig1),',',num2str(sig2),',',num2str(rho),')'];
name = [name1,name2];
title(name);
end |