Matlab 高斯分布可视化

高斯随机变量

1.数学表达式

• 一维
  待补充。。
  
• 二维
  待补充。。
  

2.Matlab代码实现

u = [5 5]; Sigma = [1.5 -0.5;-0.5 1.5]
[X1,X2] = meshgrid(linspace(-10,10,60)', linspace(-10,10,60)'); 
X = [X1(:) X2(:)]; 
p = mvnpdf(X, u, Sigma); 
surf(X1,X2,reshape(p,size(X1)));
colorbar
title('条件概率密度函数曲线');

运算结果如下图所示

3.Tips

linspace函数

Syntax
y = linspace(a,b)
y = linspace(a,b,n)
Description
The linspace function generates linearly spaced vectors. It is similar to the colon operator “:”, but gives direct control over the number of points.

• y = linspace(a,b) generates a row vector y of 100 points linearly
  spaced between and including a and b.
• y = linspace(a,b,n) generates a row vector y of n points linearly
  spaced between and including a and b.

参考资料

高斯混合模型（GMM）及MATLAB代码
Matlab二维正态分布可视化
理论公式很好
多维高斯分布与协方差矩阵的关系以及高斯椭圆——分析了一些参数对于图形影响
！！！matlab中各种高斯相关函数写的最好的，个人认为