matlab random number generation, normrnd VS mvnrnd

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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?

Accepted Answer

the cyclist
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.

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