What is Mvnrnd?
R = mvnrnd( mu , Sigma , n ) returns a matrix R of n random vectors chosen from the same multivariate normal distribution, with mean vector mu and covariance matrix Sigma . Each row of R is a single multivariate normal random vector.
How do you write an identity matrix in Matlab?
I = eye( n ) returns an n -by- n identity matrix with ones on the main diagonal and zeros elsewhere. I = eye( n , m ) returns an n -by- m matrix with ones on the main diagonal and zeros elsewhere. I = eye( sz ) returns an array with ones on the main diagonal and zeros elsewhere. The size vector, sz , defines size(I) .
What is covariance matrix of multivariate normal distribution?
Like the normal distribution, the multivariate normal is defined by sets of parameters: the mean vector , which is the expected value of the distribution; and the covariance matrix , which measures how dependent two random variables are and how they change together.
How does Matlab calculate binomial distribution?
y = binopdf( x , n , p ) computes the binomial probability density function at each of the values in x using the corresponding number of trials in n and probability of success for each trial in p . x , n , and p can be vectors, matrices, or multidimensional arrays of the same size.