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Forum index » Science and Technology » Math » num-analysis
PDF sampling with a given covariance matrix
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iStealth
science forum beginner


Joined: 16 Jun 2005
Posts: 1

PostPosted: Thu Jun 16, 2005 7:02 am    Post subject: PDF sampling with a given covariance matrix Reply with quote
Hi All,

Maybe some one can point me the easiest way (procedure/likns/articles)
how to generate samples from a probability density function in
N-dimensional case (for example having Gaussian distribution with 4x4
covariance matrix).

Thanks in advance.

iStealth
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One Usenet Poster
science forum beginner


Joined: 03 May 2005
Posts: 9

PostPosted: Thu Jun 16, 2005 12:40 pm    Post subject: Re: PDF sampling with a given covariance matrix Reply with quote
iStealth wrote:
Quote:
Hi All,

Maybe some one can point me the easiest way (procedure/likns/articles)
how to generate samples from a probability density function in
N-dimensional case (for example having Gaussian distribution with 4x4
covariance matrix).

Thanks in advance.

iStealth


http://approximity.com/papers/ptfopt/node19.html
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