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Pattern Recognition Normal distribution and discriminant functions Matlab - Write a procedure to generate random samples...

Pattern Recognition

Normal distribution and discriminant functions

Matlab

- Write a procedure to generate random samples according to a normal
distribution N(µ, Σ) in d dimensions

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Answer #1

>mu=[5 3 7]'

>sigma=[4 - 1 0;-1 4 2;0 2 9]

>n=100

>mvnrnd(mu, sigma, n)

Using above three commands you will get random sample from multivariate normal distribution with specified mean vector and variance covariance matrix of size 100.

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