English
- % MATLAB script for Illustrative Problem 2.2.
- echo on
- mx=[0 0]';
- Cx=[1 1/2;1/2 1];
- x=multi_gp(mx,Cx);
- % Computation of the pdf of (x1,x2) follows.
- delta=0.3;
- x1=-3:delta:3;
- x2=-3:delta:3;
- for i=1:length(x1),
- for j=1:length(x2),
- f(i,j)=(1/((2*pi)*det(Cx)^1/2))*exp((-1/2)*(([x1(i) x2(j)]-mx')*inv(Cx)*([x1(i);x2(j)]-mx)));
- echo off ;
- end;
- end;
- echo on ;
- % Plotting command for pdf follows.
- mesh(x1,x2,f);
