多维高斯分布讲解.docVIP

多维高斯分布讲解高斯分布 高斯分布：1维高斯分布公式： 多维高斯分布公式： 对于1维的来说???是期望，是方差??；?对于多维来说D表示X的维数?，?表示D*D的协方差矩阵，定义为，为该协方差的行列式的值。 代码如下： m [0?1];?S eye 2 ; x1 [0.2?1.3];?x2 [2.2?-1.3]; pg1 comp_gauss_dens_val m,S,x1 pg2 comp_gauss_dens_val m,S,x2 其中comp_gauss_dens_val函数文件的代码如下： function?[z] comp_gauss_dens_val m,S,x [l,c] size m ; z 1/ ? 2*pi ^ l/2 *det S ^0.5 ? *exp -0.5* x-m *inv S * x-m ; 题目大致意思就是判断x是属于w1还是w2？ 代码如下： P1 0.5; P2 0.5; m1 [1?1];? m2 [3?3];? S eye 2 ;? x [1.8?1.8]; p1 P1*comp_gauss_dens_val m1,S,x p2 P2*comp_gauss_dens_val m2,S,x 题目大致意思就是?给出正态分布的期望和方差??构造出一些服从这个分布的数据点 代码如下： %?Generate?the?first?dataset? case?#1 randn seed,0 ; m [0?0]; S [1?0;0?1]; N 500; X? ?mvnrnd m,S,N ; %?Plot?the?first?dataset figure 1 ,?plot X 1,: ,X 2,: ,. ; figure 1 ,?axis?equal figure 1 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?second?dataset? case?#2 m [0?0]; S [0.2?0;0?0.2]; N 500; X? ?mvnrnd m,S,N ; figure 2 ,?plot X 1,: ,X 2,: ,. ; figure 2 ,?axis?equal figure 2 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?third?dataset? case?#3 m [0?0]; S [2?0;0?2]; N 500; X? ?mvnrnd m,S,N ; figure 3 ,?plot X 1,: ,X 2,: ,. ; figure 3 ,?axis?equal figure 3 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?fourth?dataset? case?#4 m [0?0]; S [0.2?0;0?2]; N 500; X? ?mvnrnd m,S,N ; figure 4 ,?plot X 1,: ,X 2,: ,. ; figure 4 ,?axis?equal figure 4 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?fifth?dataset? case?#5 m [0?0]; S [2?0;0?0.2]; N 500; X? ?mvnrnd m,S,N ; figure 5 ,?plot X 1,: ,X 2,: ,. ; figure 5 ,?axis?equal figure 5 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?sixth?dataset? case?#6 m [0?0]; S [1?0.5;0.5?1]; N 500; X? ?mvnrnd m,S,N ; figure 6 ,?plot X 1,: ,X 2,: ,. ; figure 6 ,?axis?equal figure 6 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?seventh?dataset? case?#7 m [0?0]; S [.3?0.5;0.5?2]; N 500; X? ?mvnrnd m,S,N ; figure 7 ,?plot X 1,: ,X 2,: ,. ; figure 7 ,?axis?equal figure 7 ,?axis [-7?7?-7?7] %?Generate?and?plot?the?eighth?dataset? case?#8 m [0?0]; S [.3?-0.5;-0.5?2]; N 500; X? ?mvnrnd m,S,N ;