[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Normally distributed vectors
- Subject: Re: Normally distributed vectors
- From: Emilio Martines <martines(at)igi.pd.cnr.it>
- Date: Thu, 11 Jun 1998 17:08:45 +0200
- Newsgroups: comp.lang.idl-pvwave
- Organization: Istituto Gas Ionizzati del CNR - Consorzio RFX
- References: <357E82BC.A4445B85@igi.pd.cnr.it> <357E98B8.39C1@umich.edu>
- Xref: news.doit.wisc.edu comp.lang.idl-pvwave:11240
I sent by mistake my reply just to Ewan Macpherson, instead of the whole
newsgroup. However, since it might be of interest to other people, I post it
here together with his reply.
> > >
> > > All you need to do is generate each component from
> > > independent normal distributions.
> > >
> > Hmmm... I might be wrong, but I think that this is true only if the
> > covariance matrix (the 3X3 matrix made up of variances and
> > covariances) is diagonal. In the other cases, I should find the
> > basis where it is diagonal, sample from independent normal
> > distributions, and then go back to the original basis. Just some
> > linear algebra.
> Yes indeed. I misread the part of your message where you
> specified NON-zero covariances. Oops!
> Ewan Macpherson <email@example.com>
> Central Systems Laboratory
> Kresge Hearing Research Institute
So, thanks Ewan for your attempt. Of course, my original request is still
valid. Greetings to everyone.