Generate 2-dimensional normal-distribution

I want to generate 36 observations from a 2-dimensional normal distribution using the covariance matrix
C = [1 0.8;0.8 1];
Anyone know how to do this?

 Risposta accettata

Matt J
Matt J il 24 Ott 2018
Modificato: Matt J il 24 Ott 2018
observations=randn(36,2)*sqrtm(C);
or,
observations=mvnrnd(zeros(36,2),C);

1 Commento

First solution follow the theory from the prevous question. Thanks!!!

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