What is the difference between mvnrnd and normrnd?

I can not find out what is the difference between these two random number generator functions.

2 Comments

mvnrnd() is the function used to generate pseudo random numbers that follow multi variate normal distribution. mvnrnd() is more for creating correlated random variables normrnd() is the function used to generate pseudo random numbers that follow normal distribution. normrnd() is generally faster than mvnrnd(). For more information on mvnrnd() and normrnd() follow the documentation http://www.mathworks.com/help/stats/mvnrnd.html
Another difference to emphasize here is that if you want to use mvnrnd() for the univariate case you should use the variance directly. For normrnd(), you need to use the standard deviation. Thus, the input for each function should look like: mvnrnd(mean,var) Vs normrnd(mean,sd)

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 Accepted Answer

mvnrnd() is the function used to generate pseudo random numbers that follow multi variate normal distribution. mvnrnd() is more for creating correlated random variables normrnd() is the function used to generate pseudo random numbers that follow normal distribution. normrnd() is generally faster than mvnrnd(). For more information on mvnrnd() and normrnd() follow the documentation http://www.mathworks.com/help/stats/mvnrnd.html

More Answers (1)

Another difference to emphasize here is that if you want to use mvnrnd() for the univariate case you should use the variance directly. For normrnd(), you need to use the standard deviation. Thus, the input for each function should look like: mvnrnd(mean,var) Vs normrnd(mean,sd)

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Asked:

on 13 May 2015

Answered:

on 18 Sep 2015

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