Creating Gaussian random variable with MATLAB

matlab statistics distribution normal-distribution probability-density
Crunkyyy picture Crunkyyy · Oct 27, 2012 · Viewed 16.9k times · Source

By using randn function I want to create a Gaussian random variable X such that X ~ N(2,4) and plot this simulated PDF together with theoretic curve.

Answer

Maurits picture Maurits · Oct 27, 2012

Matlab randn generates realisations from a normal distribution with zero mean and a standard deviation of 1. Samples from any other normal distribution can simply be generated via:

numSamples = 1000;
mu = 2;
sigma = 4;
samples = mu + sigma.*randn(numSamples, 1);

You can verify this by plotting the histogram:

figure;hist(samples(:));

See the matlab help.

Related questions

Test if a data distribution follows a Gaussian distribution in MATLAB

I have some data points and their mean point. I need to find whether those data points (with that mean) follows a Gaussian distribution. Is there a function in MATLAB which can do that kind of a test? Or do …

Read More
How can I display empirical pdf of my 100x1 vector data in Matlab?

I have a data which is 100x1 vector. How can I display its empirical pdf in Matlab? Also, if I want to compare the pdf of three vectors on the same graph, then how to do that? Right now I …

Read More
Shannon's Entropy calculation

I have a probability distribution that defines the probability of occurrence of n possible states. I would like to calculate the value of Shannon's entropy, in bits, of the given probability distribution. Can I use wentropy(x,'shannon') to get …

Read More