matlab random number generation, normrnd VS mvnrnd
2 views (last 30 days)
Show older comments
Suppose I need to generate 5 iid RV's with mean 0 and stdev 0.5. I am aware of the distinction between normrnd and mvnrnd because the former is for a single random variable while mvnrnd is for multiple random variables.
I am however wondering if both normrnd(0,0.5,[1 5]) and mvnrnd(zeros(1,5),0.5^2*eye(5)) will suit the above objective.
I was told before that if the random number generator is good then the random variates obtained from normrnd(0,0.5,[1 5]) ought to be independent. Is this true or would mvnrnd(zeros(1,5),0.5^2*eye(5)) be the safer bet or would either way accomplish my objective?
0 Comments
Accepted Answer
the cyclist
on 25 Aug 2014
These will both accomplish the same thing. mvnrnd() is more for creating correlated random variables (with uncorrelated as a special case, as you are using it).
normrnd() will definitely create iid distributions (with the general constraints of pseudorandom generation). Also, it has the merit of being significantly faster.
0 Comments
More Answers (0)
See Also
Categories
Find more on Random Number Generation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!