0
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1answer
79 views

Obtaining useful information from graph obtained via Monte-Carlo Simulations

I've been running Monte Carlo Simulations on some Matlab code and then plot the graph shown below. I was just wondering what useful information I could collect from this graph? Edit: fit ...
0
votes
1answer
47 views

Gaussian distribution and its parameters

I need to learn more about Gaussian distribution and given a set of data, plot a Gaussian distribution of it. Using the following code sample, could you please tell me how I can plot a Gaussian ...
0
votes
0answers
24 views

Chi2 value for normally distributed data

I have a large set (around 5000 data points) of normally distributed data. I need to calculate a chi2 value for the data to see how well it is modeled by a gaussian curve. I have seen and tried using ...
1
vote
3answers
2k views

Normalizing a Gaussian Distribution

Assuming a Gaussian distribution with mean of zero and standard deviation of one, I would like to normalize this for an arbitrary mean and standard deviation. I know you're supposed to add the mean ...
0
votes
2answers
142 views

Shift interval of log-normally distributed latin hypercube samples

first of all I'm not sure if this part of StackExchange is the right one because my question is mainly on a way to implement something in MATLAB. Ok, now let me try to pack my whole question in one ...
0
votes
0answers
31 views

Covariance calculation for mixture Gauss

This equation what I found on the wikipedia is a bit strange for me. How I can compute in matlab? If example the size(x) = [1000, 2](2 dimension gauss) then $size(\mu) = [1, 2]$ for each cluster. ...
0
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0answers
383 views

Numerical integration of 2-d Gaussian Distribution in MATLAB

I am looking for a really fast way to integrate numerically the 2-dimensional gaussian density with identity covariance matrix ...
2
votes
1answer
801 views

Approximate probability mass function into normal distribution

I have an array of values (mass function) Px and I want to approximate a normal distribution function (in Matlab) from them. I can plot the mass function using bar(Px) and I would like to plot normal ...
1
vote
0answers
197 views

Generating spatially correlated samples from a multivariate normal distribution

I am trying to generate some spatially correlated samples from a multivariate normal distribution following this algorithm Compute Cholesky factorization Q=LL' Sample z~N(0,I) Solve L'v=z Computer ...