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bigaussian

Bivariate Gaussian Distribution: Generate a pair of correlated Gaussian variates.

Syntax

[x,y] = bigaussian(mx,my,sx,sy,rho)

Parameters

x,y:

output

mx:

mean in the x direction.

my:

mean in the y direction.

sx:

standard deviation in the x direction.

sy:

standard deviation in the y direction.

rho:

It is the correlation coefficient and lies in between -1 and +1.

Description

This function generates a pair of correlated Gaussian variates, with mean mx and my, correlation coefficient rho and standard deviations sx and sy in the x and y directions.

Examples

// Generate a pair of correlated Gaussian variates, with mean mx=0, my=0 and standard deviations sx=1, sy=1 in the x and y directions and correlation coefficient rho=0.2
mx=0
my=0
sx=1
sy=1
rho=0.2
[x,y] = bigaussian(mx,my,sx,sy,rho)
disp(x)
disp(y)

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