matlab为数学期望值、方差(每个图应该有四条曲线,对应于向量随机变量的四个元素)和协方差矩阵的法线的代码
时间: 2023-03-27 17:01:07 浏览: 130
以下是 MATLAB 计算数学期望值、方差和协方差矩阵的代码:
假设有一个向量随机变量 X,其元素为 x1、x2、x3、x4,每个元素的概率分别为 p1、p2、p3、p4。
计算数学期望值:
E = p1*x1 + p2*x2 + p3*x3 + p4*x4
计算方差:
V = p1*(x1-E)^2 + p2*(x2-E)^2 + p3*(x3-E)^2 + p4*(x4-E)^2
计算协方差矩阵:
C = [p1*(x1-E)*(x1-E)', p1*(x1-E)*(x2-E)', p1*(x1-E)*(x3-E)', p1*(x1-E)*(x4-E)';
p2*(x2-E)*(x1-E)', p2*(x2-E)*(x2-E)', p2*(x2-E)*(x3-E)', p2*(x2-E)*(x4-E)';
p3*(x3-E)*(x1-E)', p3*(x3-E)*(x2-E)', p3*(x3-E)*(x3-E)', p3*(x3-E)*(x4-E)';
p4*(x4-E)*(x1-E)', p4*(x4-E)*(x2-E)', p4*(x4-E)*(x3-E)', p4*(x4-E)*(x4-E)'];
其中,' 表示转置,* 表示矩阵乘法。
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